+349.1%
INSM vs ALLE
+17.0%
+332.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +2.8% | +2.8% | 0.0% | +2.1% |
| 30D | -4.7% | -7.6% | +2.9% | -3.0% |
| 3M | +32.6% | +22.8% | +9.9% | +25.4% |
| 6M | -10.9% | +4.6% | -15.5% | -12.3% |
| YTD | -28.2% | -1.2% | -27.0% | -28.6% |
| 1Y | -14.9% | -9.1% | -5.7% | -13.4% |
| 3Y | +375.6% | +50.0% | +325.6% | +303.1% |
| 5Y | +349.1% | +15.2% | +333.8% | +284.5% |
| All | +349.1% | +17.0% | +332.1% | +284.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling