+323.1%
MRVL vs INSM
+392.8%
-69.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.9% |
| 7D | +5.6% | +2.5% | +3.1% | +5.4% |
| 30D | +8.8% | -2.2% | +10.9% | +8.9% |
| 3M | -15.9% | +33.8% | -49.7% | -18.0% |
| 6M | +161.3% | -7.2% | +168.4% | +161.0% |
| YTD | +178.2% | -25.6% | +203.9% | +181.5% |
| 1Y | +255.3% | -11.2% | +266.5% | +254.3% |
| 3Y | +323.1% | +388.3% | -65.2% | +298.0% |
| All | +323.1% | +392.8% | -69.7% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling