-26.8%
INSM vs ALK
+484.0%
-510.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | +9.8% | +2.6% | +7.2% | +9.0% |
| 30D | +22.5% | +7.8% | +14.7% | +20.0% |
| 3M | -8.9% | -15.2% | +6.3% | -5.6% |
| 6M | +16.2% | +5.0% | +11.2% | +13.0% |
| YTD | -30.6% | -18.4% | -12.2% | -29.3% |
| 1Y | -37.7% | -2.4% | -35.3% | -39.6% |
| 3Y | +408.4% | +19.8% | +388.7% | +341.1% |
| 5Y | +279.6% | -27.8% | +307.4% | +273.3% |
| 10Y | +735.6% | -42.0% | +777.6% | +699.8% |
| All | -26.8% | +484.0% | -510.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling