+701.9%
INSM vs ALB
+32.4%
+669.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +3.0% |
| 7D | +5.9% | -5.8% | +11.7% | +7.5% |
| 30D | +23.9% | -4.5% | +28.4% | +25.0% |
| 3M | -4.1% | -28.1% | +24.0% | +3.7% |
| 6M | +2.7% | -53.2% | +55.9% | +23.8% |
| YTD | -30.4% | -33.3% | +2.9% | -25.7% |
| 1Y | -36.6% | -17.4% | -19.1% | -36.6% |
| 3Y | +406.9% | -14.1% | +421.1% | +348.8% |
| 5Y | +280.3% | -64.0% | +344.3% | +329.6% |
| All | +701.9% | +32.4% | +669.5% | +396.0% |
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