+395.7%
INSM vs ALK
+21.9%
+373.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.1% | -5.6% | +0.9% |
| 7D | +6.2% | +8.9% | -2.7% | +5.4% |
| 30D | +15.4% | +5.9% | +9.5% | +14.7% |
| 3M | -11.4% | -16.5% | +5.1% | -10.6% |
| 6M | +14.6% | +2.1% | +12.4% | +13.4% |
| YTD | -33.3% | -17.1% | -16.2% | -33.5% |
| 1Y | -38.8% | -2.9% | -35.9% | -39.7% |
| 3Y | +395.7% | +24.5% | +371.3% | +386.2% |
| All | +395.7% | +21.9% | +373.8% | +386.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling