+877.2%
INSM vs ALLE
+146.0%
+731.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +4.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.7% |
| 30D | -4.4% | -8.3% | +3.9% | -0.4% |
| 3M | +30.0% | +16.3% | +13.8% | +19.3% |
| 6M | -10.0% | +1.8% | -11.8% | -12.1% |
| YTD | -26.0% | -3.9% | -22.0% | -26.1% |
| 1Y | -12.5% | -10.0% | -2.5% | -9.9% |
| 3Y | +390.5% | +45.8% | +344.7% | +269.9% |
| 5Y | +357.7% | +13.3% | +344.4% | +292.3% |
| 10Y | +877.2% | +155.3% | +722.0% | +354.8% |
| All | +877.2% | +146.0% | +731.3% | +354.8% |
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