-39.8%
INSM vs ALB
+4.7%
-44.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.3% | 0.0% | +4.8% |
| 7D | +13.4% | -2.1% | +15.5% | +13.5% |
| 30D | +5.9% | -9.0% | +14.9% | +6.9% |
| 3M | +11.4% | -21.1% | +32.5% | +13.8% |
| 6M | -21.4% | -49.9% | +28.5% | -18.9% |
| YTD | -36.8% | -32.3% | -4.5% | -35.5% |
| 1Y | -39.8% | +8.6% | -48.4% | -42.2% |
| All | -39.8% | +4.7% | -44.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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