+272.3%
ALAB vs INSM
+364.4%
-92.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.8% | +6.8% |
| 7D | +3.4% | +9.8% | -6.4% | +3.0% |
| 30D | -28.8% | +22.5% | -51.3% | -29.4% |
| 3M | -26.0% | -8.9% | -17.1% | -25.8% |
| 6M | +11.4% | +16.2% | -4.9% | +10.6% |
| YTD | +38.8% | -30.6% | +69.4% | +38.9% |
| 1Y | +37.8% | -37.7% | +75.5% | +37.9% |
| All | +272.3% | +364.4% | -92.2% | +316.1% |
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