+380.3%
INSM vs MTB
+113.5%
+266.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.5% | -0.4% | +0.9% | +0.6% |
| 30D | -4.0% | -4.6% | +0.6% | -3.1% |
| 3M | +38.5% | +7.4% | +31.1% | +35.9% |
| 6M | -11.5% | +18.7% | -30.2% | -14.9% |
| YTD | -26.9% | +21.1% | -47.9% | -30.1% |
| 1Y | -12.8% | +24.1% | -36.8% | -17.1% |
| All | +380.3% | +113.5% | +266.8% | +305.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling