+264.5%
INSM vs ALHC
-28.9%
+293.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.5% | -0.6% | +7.1% | +6.6% |
| 30D | +27.5% | -1.0% | +28.6% | +27.3% |
| 3M | +20.4% | -10.2% | +30.5% | +19.7% |
| 6M | -15.7% | -28.3% | +12.5% | -13.2% |
| YTD | -27.4% | -31.4% | +4.0% | -25.1% |
| 1Y | -11.4% | -16.9% | +5.5% | -12.6% |
| 3Y | +457.8% | +135.5% | +322.3% | +301.9% |
| 5Y | +343.0% | -33.6% | +376.6% | +275.8% |
| All | +264.5% | -28.9% | +293.4% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling