+358.7%
ALAB vs INSM
+389.5%
-30.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -5.3% |
| 7D | +0.6% | +0.5% | +0.1% | +0.6% |
| 30D | -8.8% | -4.0% | -4.8% | -8.7% |
| 3M | -14.0% | +38.5% | -52.5% | -15.0% |
| 6M | +144.3% | -11.5% | +155.8% | +143.4% |
| YTD | +71.0% | -26.9% | +97.9% | +70.8% |
| 1Y | +23.5% | -12.8% | +36.3% | +23.1% |
| All | +358.7% | +389.5% | -30.8% | +412.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling