-37.7%
INSM vs ALLY
+0.1%
-37.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | +9.8% | -2.8% | +12.5% | +10.3% |
| 30D | +22.5% | +1.9% | +20.6% | +22.2% |
| 3M | -8.9% | -12.1% | +3.2% | -7.6% |
| 6M | +16.2% | -9.0% | +25.2% | +15.8% |
| YTD | -30.6% | -12.9% | -17.7% | -31.3% |
| 1Y | -37.7% | -0.1% | -37.6% | -38.6% |
| All | -37.7% | +0.1% | -37.8% | -38.6% |
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