+78.1%
INSM vs MULL
+2,481.0%
-2,403.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.0% |
| 7D | +2.8% | +14.0% | -11.2% | +2.2% |
| 30D | -4.7% | +24.8% | -29.5% | -5.8% |
| 3M | +32.6% | -16.1% | +48.7% | +30.8% |
| 6M | -10.9% | +330.9% | -341.8% | -19.4% |
| YTD | -28.2% | +545.0% | -573.2% | -37.2% |
| 1Y | -14.9% | +2,427.1% | -2,442.0% | -34.0% |
| All | +78.1% | +2,481.0% | -2,403.0% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling