-23.5%
INSM vs ALB
+1,644.6%
-1,668.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.1% |
| 7D | +6.5% | -8.1% | +14.6% | +9.2% |
| 30D | +27.5% | +6.3% | +21.3% | +25.1% |
| 3M | +20.4% | -23.6% | +43.9% | +30.2% |
| 6M | -15.7% | -24.6% | +8.9% | -10.2% |
| YTD | -27.4% | -10.3% | -17.2% | -28.0% |
| 1Y | -11.4% | +61.5% | -72.9% | -29.1% |
| 3Y | +457.8% | -34.0% | +491.8% | +441.7% |
| 5Y | +343.0% | -44.6% | +387.6% | +330.3% |
| 10Y | +848.1% | +76.1% | +772.0% | +441.6% |
| All | -23.5% | +1,644.6% | -1,668.0% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling