-11.4%
INSM vs MULL
+3,061.6%
-3,073.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.8% | -12.1% | -0.6% |
| 7D | +6.5% | +17.3% | -10.8% | +6.1% |
| 30D | +27.5% | +23.5% | +4.0% | +26.7% |
| 3M | +20.4% | -24.0% | +44.4% | +19.4% |
| 6M | -15.7% | +276.7% | -292.5% | -18.3% |
| YTD | -27.4% | +565.1% | -592.5% | -29.8% |
| 1Y | -11.4% | +2,802.6% | -2,814.0% | -27.1% |
| All | -11.4% | +3,061.6% | -3,073.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling