+349.1%
INSM vs ALLY
-0.2%
+349.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.2% |
| 7D | +2.8% | +1.0% | +1.8% | +2.5% |
| 30D | -4.7% | -3.3% | -1.4% | -3.9% |
| 3M | +32.6% | +0.5% | +32.2% | +31.9% |
| 6M | -10.9% | +12.6% | -23.5% | -14.5% |
| YTD | -28.2% | -4.7% | -23.6% | -27.8% |
| 1Y | -14.9% | +5.2% | -20.1% | -17.3% |
| 3Y | +375.6% | +66.5% | +309.1% | +278.4% |
| 5Y | +349.1% | +0.2% | +348.8% | +306.0% |
| All | +349.1% | -0.2% | +349.3% | +306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling