+299.4%
INSM vs ALC
+24.0%
+275.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.9% |
| 7D | +6.5% | -2.1% | +8.6% | +7.8% |
| 30D | +27.5% | -0.1% | +27.6% | +27.1% |
| 3M | +20.4% | +5.9% | +14.5% | +15.6% |
| 6M | -15.7% | -15.9% | +0.2% | -8.3% |
| YTD | -27.4% | -10.1% | -17.3% | -24.4% |
| 1Y | -11.4% | -10.2% | -1.2% | -8.2% |
| 3Y | +457.8% | -13.6% | +471.4% | +459.4% |
| 5Y | +343.0% | -15.1% | +358.1% | +343.9% |
| All | +299.4% | +24.0% | +275.4% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling