+198.3%
MDT vs INSM
-19.5%
+217.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.7% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | +2.8% | -4.4% | +7.2% | +2.9% |
| 3M | +13.1% | +30.0% | -16.9% | +11.8% |
| 6M | +2.3% | -10.0% | +12.4% | +2.3% |
| YTD | -2.7% | -26.0% | +23.3% | -2.1% |
| 1Y | +0.9% | -12.5% | +13.4% | +0.7% |
| 3Y | +26.8% | +390.5% | -363.7% | +16.6% |
| 5Y | -19.5% | +357.7% | -377.2% | -26.4% |
| 10Y | +40.6% | +877.2% | -836.7% | +21.5% |
| All | +198.3% | -19.5% | +217.8% | +153.4% |
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