+388.3%
INSM vs LEN
-27.3%
+415.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.4% |
| 7D | +2.5% | -4.8% | +7.2% | +3.2% |
| 30D | -2.2% | -6.6% | +4.4% | -1.3% |
| 3M | +33.8% | -15.7% | +49.5% | +36.9% |
| 6M | -7.2% | -16.6% | +9.5% | -4.8% |
| YTD | -25.6% | -21.3% | -4.3% | -23.4% |
| 1Y | -11.2% | -42.0% | +30.8% | -3.2% |
| 3Y | +388.3% | -27.9% | +416.3% | +365.4% |
| All | +388.3% | -27.3% | +415.6% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling