+386.0%
INSM vs ALC
-16.2%
+402.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | +1.7% | -5.3% | +7.0% | +2.9% |
| 30D | -4.4% | -7.1% | +2.6% | -3.0% |
| 3M | +30.0% | +0.8% | +29.3% | +29.3% |
| 6M | -10.0% | -16.0% | +6.0% | -7.6% |
| YTD | -26.0% | -12.7% | -13.2% | -24.6% |
| 1Y | -12.5% | -12.8% | +0.3% | -11.0% |
| All | +386.0% | -16.2% | +402.2% | +385.0% |
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