+406.9%
INSM vs ALC
+4.4%
+402.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.1% |
| 3M | -4.1% | +0.8% | -4.9% | -4.4% |
| 6M | +2.7% | +16.8% | -14.1% | -1.3% |
| YTD | -30.4% | -5.5% | -24.9% | -30.4% |
| 1Y | -36.6% | -5.3% | -31.3% | -36.6% |
| 3Y | +406.9% | +4.1% | +402.9% | +390.3% |
| All | +406.9% | +4.4% | +402.6% | +390.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling