-12.5%
INSM vs ALLE
-11.2%
-1.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.8% | +5.9% | +3.3% |
| 7D | +1.7% | -2.2% | +3.9% | +1.9% |
| 30D | -4.4% | -8.3% | +3.9% | -3.9% |
| 3M | +30.0% | +16.3% | +13.8% | +27.3% |
| 6M | -10.0% | +1.8% | -11.8% | -10.2% |
| YTD | -26.0% | -3.9% | -22.0% | -26.7% |
| 1Y | -12.5% | -10.0% | -2.5% | -11.3% |
| All | -12.5% | -11.2% | -1.3% | -11.3% |
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