-39.8%
INSM vs ALM
+44.8%
-84.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.2% | +5.2% |
| 7D | +13.4% | -6.4% | +19.8% | +13.9% |
| 30D | +5.9% | -35.0% | +40.9% | +9.4% |
| 3M | +11.4% | -33.8% | +45.2% | +14.0% |
| 6M | -21.4% | -55.0% | +33.6% | -16.7% |
| YTD | -36.8% | -0.2% | -36.6% | -29.0% |
| 1Y | -39.8% | +41.8% | -81.6% | -31.8% |
| All | -39.8% | +44.8% | -84.6% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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