+508.6%
MDLZ vs INSM
+103.6%
+405.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | -1.0% | +9.8% | -10.8% | -1.3% |
| 30D | +7.9% | +22.5% | -14.6% | +7.4% |
| 3M | +8.9% | -8.9% | +17.8% | +9.1% |
| 6M | +10.5% | +16.2% | -5.7% | +9.8% |
| YTD | +27.1% | -30.6% | +57.8% | +27.8% |
| 1Y | +20.9% | -37.7% | +58.6% | +21.8% |
| 3Y | +5.5% | +408.4% | -402.9% | -1.0% |
| 5Y | +22.2% | +279.6% | -257.4% | +14.8% |
| 10Y | +106.1% | +735.6% | -629.5% | +84.4% |
| All | +508.6% | +103.6% | +405.0% | +402.5% |
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