-11.2%
INSM vs ALHC
-19.9%
+8.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.7% |
| 7D | +2.5% | -6.9% | +9.3% | +2.6% |
| 30D | -2.2% | -6.7% | +4.6% | -2.1% |
| 3M | +33.8% | -37.7% | +71.5% | +35.5% |
| 6M | -7.2% | -30.0% | +22.8% | -7.8% |
| YTD | -25.6% | -36.2% | +10.5% | -25.9% |
| 1Y | -11.2% | -22.9% | +11.6% | -8.9% |
| All | -11.2% | -19.9% | +8.7% | -8.9% |
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