+17.1%
MCHP vs INSM
-11.6%
+28.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.6% |
| 7D | 0.0% | +2.5% | -2.4% | 0.0% |
| 30D | -6.0% | -2.2% | -3.9% | -6.0% |
| 3M | -19.7% | +33.8% | -53.5% | -20.2% |
| 6M | +14.0% | -7.2% | +21.2% | +15.0% |
| YTD | +18.4% | -25.6% | +44.1% | +19.5% |
| 1Y | +17.1% | -11.2% | +28.3% | +12.6% |
| All | +17.1% | -11.6% | +28.7% | +12.6% |
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