-36.6%
INSM vs ALLY
-1.0%
-35.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.5% |
| 7D | +5.9% | +0.4% | +5.5% | +5.8% |
| 30D | +23.9% | +5.2% | +18.7% | +23.1% |
| 3M | -4.1% | -13.3% | +9.2% | -2.7% |
| 6M | +2.7% | -6.7% | +9.3% | +1.7% |
| YTD | -30.4% | -12.8% | -17.6% | -31.3% |
| 1Y | -36.6% | +0.7% | -37.2% | -37.4% |
| All | -36.6% | -1.0% | -35.5% | -37.4% |
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