+375.6%
INSM vs ALB
-27.5%
+403.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.4% |
| 7D | +2.8% | -4.4% | +7.2% | +3.3% |
| 30D | -4.7% | -1.2% | -3.6% | -4.7% |
| 3M | +32.6% | -13.3% | +45.9% | +34.4% |
| 6M | -10.9% | -19.8% | +8.9% | -9.6% |
| YTD | -28.2% | -7.9% | -20.3% | -28.9% |
| 1Y | -14.9% | +60.2% | -75.0% | -22.5% |
| 3Y | +375.6% | -26.4% | +402.0% | +338.6% |
| All | +375.6% | -27.5% | +403.1% | +338.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling