+877.2%
INSM vs ALK
-39.2%
+916.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.4% |
| 7D | +1.7% | -3.0% | +4.7% | +2.5% |
| 30D | -4.4% | -14.6% | +10.2% | -0.5% |
| 3M | +30.0% | -10.6% | +40.6% | +32.4% |
| 6M | -10.0% | -6.7% | -3.3% | -10.5% |
| YTD | -26.0% | -19.8% | -6.2% | -24.0% |
| 1Y | -12.5% | -35.2% | +22.7% | -5.1% |
| 3Y | +390.5% | +1.4% | +389.1% | +332.2% |
| 5Y | +357.7% | -30.7% | +388.4% | +351.1% |
| 10Y | +877.2% | -37.4% | +914.6% | +686.3% |
| All | +877.2% | -39.2% | +916.5% | +686.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling