+84.5%
INSM vs MULL
+2,337.2%
-2,252.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.7% |
| 7D | +2.5% | -8.4% | +10.9% | +2.8% |
| 30D | -2.2% | +9.7% | -11.9% | -2.7% |
| 3M | +33.8% | -26.8% | +60.6% | +33.0% |
| 6M | -7.2% | +220.7% | -227.9% | -14.8% |
| YTD | -25.6% | +509.0% | -534.7% | -34.7% |
| 1Y | -11.2% | +1,739.5% | -1,750.8% | -29.5% |
| All | +84.5% | +2,337.2% | -2,252.7% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling