-23.5%
INSM vs ALK
+498.4%
-521.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.7% |
| 7D | +6.5% | -0.7% | +7.2% | +6.7% |
| 30D | +27.5% | -19.2% | +46.8% | +33.9% |
| 3M | +20.4% | -1.5% | +21.9% | +19.7% |
| 6M | -15.7% | -13.1% | -2.7% | -14.5% |
| YTD | -27.4% | -16.4% | -11.0% | -26.3% |
| 1Y | -11.4% | -33.1% | +21.7% | -5.5% |
| 3Y | +457.8% | +0.6% | +457.2% | +407.8% |
| 5Y | +343.0% | -26.4% | +369.4% | +333.7% |
| 10Y | +848.1% | -34.2% | +882.3% | +784.1% |
| All | -23.5% | +498.4% | -521.9% | -63.7% |
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