+976.6%
MCHP vs INSM
-20.5%
+997.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.1% |
| 30D | -11.1% | -4.0% | -7.1% | -10.9% |
| 3M | -18.1% | +38.5% | -56.6% | -20.3% |
| 6M | +10.8% | -11.5% | +22.3% | +10.7% |
| YTD | +14.2% | -26.9% | +41.1% | +15.5% |
| 1Y | +13.5% | -12.8% | +26.2% | +13.1% |
| 3Y | -2.0% | +384.7% | -386.7% | -15.9% |
| 5Y | +1.4% | +368.8% | -367.4% | -13.8% |
| 10Y | +195.5% | +865.7% | -670.2% | +132.1% |
| All | +976.6% | -20.5% | +997.0% | +664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling