+367.9%
INSM vs LULU
-76.9%
+444.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | -2.2% | -18.1% | +15.9% | +1.0% |
| 3M | +33.8% | -18.8% | +52.6% | +38.0% |
| 6M | -7.2% | -39.2% | +32.0% | +0.8% |
| YTD | -25.6% | -52.4% | +26.7% | -15.7% |
| 1Y | -11.2% | -40.3% | +29.1% | -4.7% |
| 3Y | +388.3% | -75.1% | +463.4% | +522.4% |
| All | +367.9% | -76.9% | +444.8% | +503.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling