+357.7%
INSM vs ALB
-43.9%
+401.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +6.0% | +3.7% |
| 7D | +1.7% | -8.6% | +10.3% | +3.4% |
| 30D | -4.4% | -4.0% | -0.4% | -3.9% |
| 3M | +30.0% | -17.4% | +47.4% | +34.2% |
| 6M | -10.0% | -25.4% | +15.4% | -6.5% |
| YTD | -26.0% | -10.5% | -15.5% | -26.5% |
| 1Y | -12.5% | +75.8% | -88.3% | -25.7% |
| 3Y | +390.5% | -28.5% | +419.0% | +390.2% |
| 5Y | +357.7% | -45.1% | +402.8% | +363.3% |
| All | +357.7% | -43.9% | +401.6% | +363.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling