-39.8%
INSM vs ALHC
-51.4%
+11.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.1% | -4.8% | +5.0% |
| 7D | +13.4% | -0.5% | +13.9% | +13.4% |
| 30D | +5.9% | -4.2% | +10.2% | +6.0% |
| 3M | +11.4% | -39.8% | +51.2% | +13.8% |
| 6M | -21.4% | -57.7% | +36.3% | -19.5% |
| YTD | -36.8% | -58.8% | +22.0% | -37.2% |
| 1Y | -39.8% | -52.4% | +12.6% | -41.1% |
| All | -39.8% | -51.4% | +11.6% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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