-24.3%
INSM vs MTB
+1,000.7%
-1,025.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +2.8% | +2.8% | 0.0% | +1.9% |
| 30D | -4.7% | -4.2% | -0.6% | -3.5% |
| 3M | +32.6% | +7.8% | +24.8% | +29.4% |
| 6M | -10.9% | +14.8% | -25.7% | -14.7% |
| YTD | -28.2% | +20.8% | -49.0% | -32.5% |
| 1Y | -14.9% | +23.1% | -38.0% | -20.5% |
| 3Y | +375.6% | +114.8% | +260.8% | +266.9% |
| 5Y | +349.1% | +103.3% | +245.8% | +247.3% |
| 10Y | +796.6% | +173.0% | +623.6% | +522.4% |
| All | -24.3% | +1,000.7% | -1,025.0% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling