+762.6%
INSM vs ALLE
+260.9%
+501.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +27.5% | -6.8% | +34.3% | +32.3% |
| 3M | +20.4% | +21.0% | -0.7% | +7.3% |
| 6M | -15.7% | +1.1% | -16.8% | -17.5% |
| YTD | -27.4% | -0.5% | -26.9% | -28.9% |
| 1Y | -11.4% | -7.3% | -4.1% | -10.0% |
| 3Y | +457.8% | +42.3% | +415.6% | +318.6% |
| 5Y | +343.0% | +13.5% | +329.5% | +274.6% |
| 10Y | +848.1% | +144.0% | +704.1% | +325.9% |
| All | +762.6% | +260.9% | +501.8% | +195.4% |
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