+29.9%
MCHP vs INSM
-40.6%
+70.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -3.4% |
| 7D | -5.4% | +13.4% | -18.8% | -5.6% |
| 30D | -7.5% | +5.9% | -13.5% | -7.7% |
| 3M | -6.0% | +11.4% | -17.4% | -6.3% |
| 6M | -20.1% | -21.4% | +1.4% | -19.4% |
| YTD | +20.2% | -36.8% | +57.0% | +20.3% |
| 1Y | +29.9% | -39.8% | +69.8% | +33.3% |
| All | +29.9% | -40.6% | +70.6% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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