+357.7%
INSM vs ALM
+958.0%
-600.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.1% | +7.3% | +3.4% |
| 7D | +1.7% | +3.6% | -1.9% | +1.4% |
| 30D | -4.4% | +33.8% | -38.2% | -6.4% |
| 3M | +30.0% | +14.8% | +15.3% | +28.0% |
| 6M | -10.0% | -7.0% | -3.1% | -10.5% |
| YTD | -26.0% | +108.1% | -134.1% | -29.6% |
| 1Y | -12.5% | +313.8% | -326.3% | -21.0% |
| 3Y | +390.5% | +2,227.6% | -1,837.1% | +274.6% |
| 5Y | +357.7% | +956.6% | -598.9% | +263.4% |
| All | +357.7% | +958.0% | -600.3% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling