-12.8%
INSM vs ALC
-15.7%
+2.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.6% |
| 7D | +0.5% | -7.7% | +8.1% | +2.1% |
| 30D | -4.0% | -11.7% | +7.7% | -1.6% |
| 3M | +38.5% | +0.7% | +37.9% | +36.8% |
| 6M | -11.5% | -17.1% | +5.6% | -11.1% |
| YTD | -26.9% | -15.1% | -11.7% | -26.3% |
| 1Y | -12.8% | -14.1% | +1.3% | -11.9% |
| All | -12.8% | -15.7% | +2.9% | -11.9% |
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