+531.8%
INSM vs ALLY
+124.8%
+406.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | +3.7% | +2.9% | +5.0% |
| 30D | +27.5% | -2.3% | +29.8% | +28.4% |
| 3M | +20.4% | +3.8% | +16.5% | +18.0% |
| 6M | -15.7% | +9.7% | -25.4% | -19.5% |
| YTD | -27.4% | -1.4% | -26.0% | -27.9% |
| 1Y | -11.4% | +8.2% | -19.6% | -15.9% |
| 3Y | +457.8% | +66.5% | +391.3% | +317.0% |
| 5Y | +343.0% | +1.2% | +341.8% | +295.7% |
| 10Y | +848.1% | +191.4% | +656.7% | +353.7% |
| All | +531.8% | +124.8% | +406.9% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling