+81.5%
INSM vs MULL
+2,366.2%
-2,284.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.3% | +8.2% | -0.8% |
| 7D | +0.5% | +3.6% | -3.1% | +0.3% |
| 30D | -4.0% | +22.0% | -26.0% | -5.0% |
| 3M | +38.5% | -8.6% | +47.2% | +36.0% |
| 6M | -11.5% | +248.5% | -260.0% | -19.1% |
| YTD | -26.9% | +516.3% | -543.2% | -35.8% |
| 1Y | -12.8% | +2,036.6% | -2,049.4% | -31.6% |
| All | +81.5% | +2,366.2% | -2,284.7% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling