+877.2%
INSM vs ALLY
+178.1%
+699.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +1.7% | -1.9% | +3.7% | +2.4% |
| 30D | -4.4% | -4.5% | +0.1% | -2.8% |
| 3M | +30.0% | -2.8% | +32.9% | +30.8% |
| 6M | -10.0% | +10.3% | -20.3% | -14.2% |
| YTD | -26.0% | -5.7% | -20.3% | -25.2% |
| 1Y | -12.5% | +3.9% | -16.4% | -15.6% |
| 3Y | +390.5% | +64.7% | +325.8% | +271.0% |
| 5Y | +357.7% | -2.6% | +360.3% | +317.5% |
| 10Y | +877.2% | +186.0% | +691.3% | +367.8% |
| All | +877.2% | +178.1% | +699.2% | +367.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling