-39.8%
INSM vs LYB
+47.4%
-87.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.7% | +10.1% | +5.4% |
| 7D | +13.4% | -6.2% | +19.6% | +13.5% |
| 30D | +5.9% | +6.3% | -0.4% | +5.4% |
| 3M | +11.4% | +4.1% | +7.3% | +10.6% |
| 6M | -21.4% | -15.5% | -6.0% | -22.3% |
| YTD | -36.8% | +50.2% | -87.0% | -35.6% |
| 1Y | -39.8% | +50.6% | -90.4% | -38.2% |
| All | -39.8% | +47.4% | -87.2% | -38.2% |
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