+833.7%
INSM vs LYB
+48.3%
+785.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | -2.2% | +2.5% | -4.6% | -3.2% |
| 3M | +33.8% | +1.4% | +32.4% | +32.6% |
| 6M | -7.2% | -3.5% | -3.7% | -7.9% |
| YTD | -25.6% | +52.0% | -77.6% | -39.3% |
| 1Y | -11.2% | +22.1% | -33.3% | -21.5% |
| 3Y | +388.3% | -22.8% | +411.1% | +408.5% |
| 5Y | +376.6% | -3.4% | +380.0% | +332.9% |
| All | +833.7% | +48.3% | +785.4% | +580.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling