+249.7%
INSM vs ALHC
-61.4%
+311.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.9% |
| 7D | +5.9% | +0.3% | +5.6% | +5.8% |
| 30D | +23.9% | -10.6% | +34.5% | +25.8% |
| 3M | -4.1% | -45.3% | +41.2% | +4.8% |
| 6M | +2.7% | -59.7% | +62.4% | +15.8% |
| YTD | -30.4% | -62.7% | +32.4% | -21.3% |
| 1Y | -36.6% | -56.1% | +19.6% | -30.7% |
| 3Y | +406.9% | +21.3% | +385.7% | +310.4% |
| 5Y | +280.3% | -66.0% | +346.3% | +254.5% |
| All | +249.7% | -61.4% | +311.0% | +214.7% |
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 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