+24.5%
ALAB vs INSM
-40.6%
+65.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.8% | -5.4% |
| 7D | -24.9% | +13.4% | -38.3% | -26.8% |
| 30D | -38.4% | +5.9% | -44.3% | -39.1% |
| 3M | -38.3% | +11.4% | -49.7% | -40.2% |
| 6M | +10.9% | -21.4% | +32.4% | +14.1% |
| YTD | +34.2% | -36.8% | +71.0% | +41.2% |
| 1Y | +24.5% | -39.8% | +64.3% | +11.4% |
| All | +24.5% | -40.6% | +65.1% | +11.4% |
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 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