+84.6%
MRK vs INSM
-40.6%
+125.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.3% | -1.4% | +3.5% |
| 7D | +6.7% | +13.4% | -6.7% | +5.6% |
| 30D | +7.8% | +5.9% | +1.8% | +7.1% |
| 3M | +18.2% | +11.4% | +6.8% | +17.2% |
| 6M | +34.7% | -21.4% | +56.1% | +36.6% |
| YTD | +45.8% | -36.8% | +82.6% | +49.2% |
| 1Y | +84.6% | -39.8% | +124.4% | +86.8% |
| All | +84.6% | -40.6% | +125.2% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling