+74.7%
MRK vs INSM
-11.6%
+86.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -4.3% | +2.5% | -6.7% | -4.4% |
| 30D | +8.3% | -2.2% | +10.5% | +8.4% |
| 3M | +20.0% | +33.8% | -13.8% | +17.7% |
| 6M | +25.7% | -7.2% | +32.8% | +26.4% |
| YTD | +38.7% | -25.6% | +64.4% | +41.1% |
| 1Y | +74.7% | -11.2% | +85.9% | +64.6% |
| All | +74.7% | -11.6% | +86.3% | +64.6% |
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