+740.9%
INSM vs ALLE
+217.2%
+523.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.2% |
| 7D | +14.4% | +0.1% | +14.3% | +14.3% |
| 30D | +18.8% | +25.9% | -7.1% | +6.2% |
| 3M | -11.3% | +14.9% | -26.2% | -17.4% |
| 6M | +17.9% | +42.1% | -24.2% | -1.9% |
| YTD | -31.3% | +20.4% | -51.7% | -38.7% |
| 1Y | -37.7% | +14.9% | -52.6% | -43.1% |
| 3Y | +403.1% | +90.1% | +313.0% | +233.0% |
| 5Y | +279.3% | +53.0% | +226.4% | +178.0% |
| 10Y | +740.9% | +208.8% | +532.1% | +292.0% |
| All | +740.9% | +217.2% | +523.7% | +292.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling