-11.4%
INSM vs LYB
+25.6%
-37.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +6.5% | -0.2% | +6.8% | +6.6% |
| 30D | +27.5% | +8.7% | +18.8% | +27.3% |
| 3M | +20.4% | -3.0% | +23.4% | +19.7% |
| 6M | -15.7% | +4.7% | -20.5% | -15.0% |
| YTD | -27.4% | +51.6% | -79.0% | -25.2% |
| 1Y | -11.4% | +24.4% | -35.7% | -2.6% |
| All | -11.4% | +25.6% | -37.0% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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