-36.6%
INSM vs ALC
-6.0%
-30.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 7D | +5.9% | -1.1% | +7.0% | +6.1% |
| 30D | +23.9% | +16.0% | +7.8% | +20.6% |
| 3M | -4.1% | +0.8% | -4.9% | -4.5% |
| 6M | +2.7% | +16.8% | -14.1% | -1.9% |
| YTD | -30.4% | -5.5% | -24.9% | -32.0% |
| 1Y | -36.6% | -5.3% | -31.3% | -37.9% |
| All | -36.6% | -6.0% | -30.5% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling