+480.8%
INSM vs ALLY
+99.9%
+380.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | +15.4% | +3.4% | +12.0% | +13.9% |
| 3M | -11.4% | -11.1% | -0.4% | -7.4% |
| 6M | +14.6% | -11.5% | +26.0% | +19.2% |
| YTD | -33.3% | -12.3% | -21.0% | -30.6% |
| 1Y | -38.8% | +1.1% | -39.9% | -40.1% |
| 3Y | +395.7% | +64.8% | +330.9% | +271.7% |
| 5Y | +258.9% | -6.9% | +265.8% | +231.8% |
| 10Y | +754.3% | +194.9% | +559.4% | +300.0% |
| All | +480.8% | +99.9% | +380.9% | +239.1% |
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