+833.7%
INSM vs ALB
+78.3%
+755.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.6% |
| 7D | +2.5% | -6.6% | +9.1% | +4.2% |
| 30D | -2.2% | -8.1% | +6.0% | -0.4% |
| 3M | +33.8% | -25.7% | +59.5% | +43.5% |
| 6M | -7.2% | -29.5% | +22.3% | -0.6% |
| YTD | -25.6% | -16.2% | -9.4% | -25.0% |
| 1Y | -11.2% | +59.2% | -70.5% | -26.6% |
| 3Y | +388.3% | -33.7% | +422.1% | +383.2% |
| 5Y | +376.6% | -48.1% | +424.8% | +381.7% |
| All | +833.7% | +78.3% | +755.4% | +501.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling