+267.3%
INSM vs ALHC
-33.0%
+300.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.5% | -5.8% | +6.3% | +1.5% |
| 30D | -4.0% | -3.3% | -0.7% | -3.6% |
| 3M | +38.5% | -37.9% | +76.5% | +48.9% |
| 6M | -11.5% | -29.5% | +18.0% | -8.7% |
| YTD | -26.9% | -35.4% | +8.5% | -23.7% |
| 1Y | -12.8% | -22.4% | +9.7% | -12.9% |
| 3Y | +384.7% | +146.3% | +238.4% | +244.1% |
| 5Y | +368.8% | -32.0% | +400.8% | +298.2% |
| All | +267.3% | -33.0% | +300.3% | +205.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling