-11.4%
INSM vs LULU
-49.9%
+38.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -17.4% | +17.1% | +0.2% |
| 7D | +6.5% | -16.7% | +23.3% | +7.1% |
| 30D | +27.5% | -18.5% | +46.1% | +28.3% |
| 3M | +20.4% | -19.5% | +39.8% | +21.0% |
| 6M | -15.7% | -41.9% | +26.2% | -16.3% |
| YTD | -27.4% | -51.6% | +24.1% | -29.1% |
| 1Y | -11.4% | -51.2% | +39.8% | -13.7% |
| All | -11.4% | -49.9% | +38.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling