+349.1%
INSM vs ALK
-28.9%
+377.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.7% | -18.5% | +13.7% | -1.1% |
| 3M | +32.6% | -3.6% | +36.2% | +32.2% |
| 6M | -10.9% | -3.7% | -7.2% | -11.9% |
| YTD | -28.2% | -19.0% | -9.2% | -27.0% |
| 1Y | -14.9% | -36.0% | +21.2% | -8.7% |
| 3Y | +375.6% | +2.3% | +373.3% | +318.5% |
| 5Y | +349.1% | -27.8% | +376.8% | +332.6% |
| All | +349.1% | -28.9% | +377.9% | +332.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling