-39.8%
INSM vs ALLE
+18.6%
-58.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.8% | +3.6% | +5.1% |
| 7D | +13.4% | +6.7% | +6.8% | +12.6% |
| 30D | +5.9% | +25.4% | -19.4% | +4.0% |
| 3M | +11.4% | +16.9% | -5.5% | +9.7% |
| 6M | -21.4% | +46.6% | -68.0% | -24.5% |
| YTD | -36.8% | +22.4% | -59.2% | -38.8% |
| 1Y | -39.8% | +17.7% | -57.5% | -40.9% |
| All | -39.8% | +18.6% | -58.4% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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