+449.5%
MRK vs INSM
-19.5%
+469.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -0.7% |
| 7D | -2.7% | +1.7% | -4.4% | -2.8% |
| 30D | +12.7% | -4.4% | +17.1% | +12.8% |
| 3M | +24.2% | +30.0% | -5.8% | +23.1% |
| 6M | +27.8% | -10.0% | +37.8% | +27.8% |
| YTD | +42.2% | -26.0% | +68.2% | +42.9% |
| 1Y | +80.2% | -12.5% | +92.7% | +80.0% |
| 3Y | +48.4% | +390.5% | -342.1% | +39.1% |
| 5Y | +133.6% | +357.7% | -224.1% | +117.8% |
| 10Y | +236.2% | +877.2% | -641.0% | +197.8% |
| All | +449.5% | -19.5% | +469.0% | +365.8% |
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