-36.6%
INSM vs ALHC
-55.7%
+19.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.7% |
| 7D | +5.9% | +0.3% | +5.6% | +5.9% |
| 30D | +23.9% | -10.6% | +34.5% | +24.2% |
| 3M | -4.1% | -45.3% | +41.2% | -1.7% |
| 6M | +2.7% | -59.7% | +62.4% | +5.4% |
| YTD | -30.4% | -62.7% | +32.4% | -31.0% |
| 1Y | -36.6% | -56.1% | +19.6% | -39.5% |
| All | -36.6% | -55.7% | +19.1% | -39.5% |
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