-37.7%
INSM vs ALK
-5.3%
-32.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +14.4% | +12.9% | +1.5% | +13.0% |
| 30D | +18.8% | +5.5% | +13.2% | +17.8% |
| 3M | -11.3% | -12.1% | +0.8% | -11.1% |
| 6M | +17.9% | +1.7% | +16.2% | +15.5% |
| YTD | -31.3% | -17.4% | -13.9% | -34.2% |
| 1Y | -37.7% | -1.9% | -35.8% | -39.5% |
| All | -37.7% | -5.3% | -32.5% | -39.5% |
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