-36.6%
INSM vs ALK
-10.2%
-26.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +5.9% | -1.2% | +7.1% | +6.0% |
| 30D | +23.9% | +7.7% | +16.2% | +23.1% |
| 3M | -4.1% | -19.0% | +14.9% | -3.1% |
| 6M | +2.7% | -0.2% | +2.9% | +1.2% |
| YTD | -30.4% | -23.5% | -6.9% | -32.8% |
| 1Y | -36.6% | -9.1% | -27.4% | -37.0% |
| All | -36.6% | -10.2% | -26.3% | -37.0% |
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