+693.0%
INSM vs ALLE
+339.1%
+353.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | 0.0% |
| 7D | +6.2% | -0.6% | +6.8% | +6.6% |
| 30D | +15.4% | +26.6% | -11.2% | +1.6% |
| 3M | -11.4% | +13.2% | -24.6% | -17.5% |
| 6M | +14.6% | +42.9% | -28.3% | -6.9% |
| YTD | -33.3% | +21.0% | -54.3% | -41.4% |
| 1Y | -38.8% | +15.2% | -54.0% | -44.8% |
| 3Y | +395.7% | +95.6% | +300.1% | +209.9% |
| 5Y | +258.9% | +53.4% | +205.5% | +153.7% |
| 10Y | +754.3% | +221.5% | +532.8% | +223.8% |
| All | +693.0% | +339.1% | +353.9% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling