+375.6%
INSM vs ALHC
+141.7%
+233.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +2.8% | -1.0% | +3.7% | +2.9% |
| 30D | -4.7% | -6.3% | +1.6% | -4.1% |
| 3M | +32.6% | -12.3% | +44.9% | +32.3% |
| 6M | -10.9% | -27.0% | +16.1% | -9.4% |
| YTD | -28.2% | -31.8% | +3.6% | -26.7% |
| 1Y | -14.9% | -17.0% | +2.2% | -16.0% |
| 3Y | +375.6% | +159.8% | +215.7% | +278.7% |
| All | +375.6% | +141.7% | +233.9% | +278.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling