+405.2%
INSM vs ALHC
+28.2%
+377.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +9.8% | -5.5% | +15.3% | +10.4% |
| 30D | +22.5% | -4.9% | +27.5% | +22.9% |
| 3M | -8.9% | -41.7% | +32.8% | -4.2% |
| 6M | +16.2% | -55.2% | +71.4% | +24.0% |
| YTD | -30.6% | -61.1% | +30.4% | -25.3% |
| 1Y | -37.7% | -53.3% | +15.7% | -34.7% |
| All | +405.2% | +28.2% | +377.1% | +401.6% |
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