+357.7%
INSM vs ALHC
-27.5%
+385.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.7% |
| 7D | +1.7% | -4.1% | +5.8% | +2.5% |
| 30D | -4.4% | -5.4% | +1.0% | -3.6% |
| 3M | +30.0% | -32.1% | +62.2% | +37.4% |
| 6M | -10.0% | -28.5% | +18.5% | -7.3% |
| YTD | -26.0% | -34.0% | +8.0% | -23.0% |
| 1Y | -12.5% | -20.9% | +8.4% | -13.0% |
| 3Y | +390.5% | +151.5% | +238.9% | +238.4% |
| 5Y | +357.7% | -28.8% | +386.5% | +283.5% |
| All | +357.7% | -27.5% | +385.2% | +283.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling