-11.4%
INSM vs ALB
+60.9%
-72.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.1% |
| 7D | +6.5% | -8.1% | +14.6% | +7.3% |
| 30D | +27.5% | +6.3% | +21.3% | +26.8% |
| 3M | +20.4% | -23.6% | +43.9% | +20.9% |
| 6M | -15.7% | -24.6% | +8.9% | -16.0% |
| YTD | -27.4% | -10.3% | -17.2% | -27.4% |
| 1Y | -11.4% | +61.5% | -72.9% | -10.5% |
| All | -11.4% | +60.9% | -72.3% | -10.5% |
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