+22.1%
ALNY vs INSM
+392.8%
-370.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -6.5% | +2.5% | -9.0% | -6.7% |
| 30D | +11.0% | -2.2% | +13.2% | +11.2% |
| 3M | -14.1% | +33.8% | -47.9% | -16.3% |
| 6M | -22.4% | -7.2% | -15.2% | -22.5% |
| YTD | -37.5% | -25.6% | -11.8% | -36.5% |
| 1Y | -46.9% | -11.2% | -35.7% | -47.0% |
| 3Y | +22.1% | +388.3% | -366.3% | +13.8% |
| All | +22.1% | +392.8% | -370.7% | +13.8% |
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