-12.8%
INSM vs ALM
+279.2%
-292.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -0.5% |
| 7D | +0.5% | -7.1% | +7.6% | +0.9% |
| 30D | -4.0% | +24.7% | -28.7% | -5.8% |
| 3M | +38.5% | +8.3% | +30.2% | +36.6% |
| 6M | -11.5% | -22.2% | +10.7% | -11.4% |
| YTD | -26.9% | +88.1% | -114.9% | -23.7% |
| 1Y | -12.8% | +272.4% | -285.1% | -11.9% |
| All | -12.8% | +279.2% | -292.0% | -11.9% |
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