+6,389.2%
MCK vs INSM
-19.1%
+6,408.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -2.9% | +2.5% | -5.4% | -3.0% |
| 30D | +0.4% | -2.2% | +2.6% | +0.5% |
| 3M | +12.1% | +33.8% | -21.7% | +10.7% |
| 6M | -5.4% | -7.2% | +1.7% | -5.6% |
| YTD | +7.8% | -25.6% | +33.4% | +8.3% |
| 1Y | +22.9% | -11.2% | +34.2% | +22.7% |
| 3Y | +110.7% | +388.3% | -277.6% | +93.8% |
| 5Y | +346.2% | +376.6% | -30.5% | +306.5% |
| 10Y | +440.1% | +881.9% | -441.7% | +361.2% |
| All | +6,389.2% | -19.1% | +6,408.3% | +4,970.5% |
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