-24.3%
INSM vs LEN
+1,146.3%
-1,170.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -0.4% |
| 7D | +2.8% | -2.9% | +5.7% | +3.3% |
| 30D | -4.7% | -8.9% | +4.1% | -3.2% |
| 3M | +32.6% | -10.9% | +43.5% | +34.7% |
| 6M | -10.9% | -19.7% | +8.8% | -7.9% |
| YTD | -28.2% | -20.6% | -7.7% | -25.9% |
| 1Y | -14.9% | -42.4% | +27.6% | -7.1% |
| 3Y | +375.6% | -26.5% | +402.1% | +389.4% |
| 5Y | +349.1% | -10.9% | +360.0% | +342.4% |
| 10Y | +796.6% | +100.6% | +695.9% | +656.1% |
| All | -24.3% | +1,146.3% | -1,170.7% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling