-11.2%
INSM vs MXL
+366.1%
-377.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.9% | +1.8% |
| 7D | +2.5% | +18.9% | -16.4% | +2.9% |
| 30D | -2.2% | +0.3% | -2.5% | -2.1% |
| 3M | +33.8% | -8.0% | +41.8% | +34.2% |
| 6M | -7.2% | +341.2% | -348.4% | -4.7% |
| YTD | -25.6% | +327.8% | -353.5% | -23.7% |
| 1Y | -11.2% | +364.9% | -376.1% | -10.1% |
| All | -11.2% | +366.1% | -377.3% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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