+1,025.3%
INSM vs MXL
+315.4%
+709.9%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.9% | +0.2% |
| 7D | +2.5% | +18.9% | -16.4% | -1.1% |
| 30D | -2.2% | +0.3% | -2.5% | -3.1% |
| 3M | +33.8% | -8.0% | +41.8% | +29.4% |
| 6M | -7.2% | +341.2% | -348.4% | -45.3% |
| YTD | -25.6% | +327.8% | -353.5% | -56.3% |
| 1Y | -11.2% | +364.9% | -376.1% | -50.0% |
| 3Y | +388.3% | +229.2% | +159.1% | +157.3% |
| 5Y | +376.6% | +42.8% | +333.9% | +201.6% |
| 10Y | +881.9% | +303.1% | +578.8% | +295.3% |
| All | +1,025.3% | +315.4% | +709.9% | +270.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling