+2.7%
INSM vs ALM
-62.1%
+64.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.8% |
| 7D | +5.9% | +1.2% | +4.7% | +5.6% |
| 30D | +23.9% | -19.3% | +43.2% | +26.4% |
| 3M | -4.1% | -40.6% | +36.6% | -0.1% |
| 6M | +2.7% | -57.9% | +60.6% | +16.0% |
| All | +2.7% | -62.1% | +64.8% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling