+314.8%
INSM vs MOH
+1,358.8%
-1,044.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | -2.2% | -0.9% | -1.3% | -2.1% |
| 3M | +33.8% | +5.7% | +28.1% | +31.0% |
| 6M | -7.2% | +39.1% | -46.3% | -15.2% |
| YTD | -25.6% | +17.7% | -43.3% | -30.6% |
| 1Y | -11.2% | +8.4% | -19.6% | -16.4% |
| 3Y | +388.3% | -36.6% | +424.9% | +393.6% |
| 5Y | +376.6% | -19.1% | +395.7% | +346.6% |
| 10Y | +881.9% | +262.8% | +619.0% | +510.9% |
| All | +314.8% | +1,358.8% | -1,044.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling