+384.5%
ALAB vs INSM
+395.4%
-10.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.9% |
| 7D | +9.6% | +1.7% | +7.9% | +9.6% |
| 30D | -5.3% | -4.4% | -0.8% | -5.1% |
| 3M | -12.0% | +30.0% | -42.1% | -13.0% |
| 6M | +145.7% | -10.0% | +155.7% | +144.7% |
| YTD | +80.7% | -26.0% | +106.7% | +80.4% |
| 1Y | +40.1% | -12.5% | +52.6% | +39.6% |
| All | +384.5% | +395.4% | -10.9% | +440.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling