-11.4%
INSM vs ALLY
+9.5%
-20.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +6.5% | +3.7% | +2.9% | +6.2% |
| 30D | +27.5% | -2.3% | +29.8% | +27.6% |
| 3M | +20.4% | +3.8% | +16.5% | +18.8% |
| 6M | -15.7% | +9.7% | -25.4% | -17.5% |
| YTD | -27.4% | -1.4% | -26.0% | -28.9% |
| 1Y | -11.4% | +8.2% | -19.6% | -11.9% |
| All | -11.4% | +9.5% | -20.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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