+888.2%
INSM vs ALM
+7,705.7%
-6,817.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +6.5% | -2.6% | +9.1% | +6.6% |
| 30D | +27.5% | +32.0% | -4.5% | +27.2% |
| 3M | +20.4% | -15.0% | +35.4% | +20.4% |
| 6M | -15.7% | -10.1% | -5.6% | -15.8% |
| YTD | -27.4% | +99.4% | -126.9% | -27.9% |
| 1Y | -11.4% | +316.4% | -327.7% | -12.6% |
| 3Y | +457.8% | +2,022.0% | -1,564.2% | +441.6% |
| 5Y | +343.0% | +941.2% | -598.2% | +331.3% |
| 10Y | +848.1% | +2,950.3% | -2,102.2% | +812.5% |
| All | +888.2% | +7,705.7% | -6,817.6% | +821.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling