-12.5%
INSM vs ALK
-36.6%
+24.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.1% | +3.2% |
| 7D | +1.7% | -3.0% | +4.7% | +1.9% |
| 30D | -4.4% | -14.6% | +10.2% | -3.6% |
| 3M | +30.0% | -10.6% | +40.6% | +29.4% |
| 6M | -10.0% | -6.7% | -3.3% | -11.7% |
| YTD | -26.0% | -19.8% | -6.2% | -27.8% |
| 1Y | -12.5% | -35.2% | +22.7% | -3.1% |
| All | -12.5% | -36.6% | +24.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling