+516.3%
MDLZ vs INSM
+104.3%
+411.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.4% |
| 7D | +2.3% | +5.9% | -3.6% | +2.2% |
| 30D | +7.9% | +23.9% | -16.0% | +7.3% |
| 3M | +7.3% | -4.1% | +11.3% | +7.3% |
| 6M | +11.7% | +2.7% | +9.0% | +11.3% |
| YTD | +28.7% | -30.4% | +59.1% | +29.4% |
| 1Y | +22.8% | -36.6% | +59.3% | +23.6% |
| 3Y | +6.6% | +406.9% | -400.4% | 0.0% |
| 5Y | +23.2% | +280.3% | -257.1% | +15.7% |
| 10Y | +108.7% | +738.5% | -629.8% | +86.7% |
| All | +516.3% | +104.3% | +411.9% | +408.8% |
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