+367.9%
INSM vs LYB
-4.6%
+372.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -2.2% | +2.5% | -4.6% | -2.7% |
| 3M | +33.8% | +1.4% | +32.4% | +33.1% |
| 6M | -7.2% | -3.5% | -3.7% | -7.6% |
| YTD | -25.6% | +52.0% | -77.6% | -33.9% |
| 1Y | -11.2% | +22.1% | -33.3% | -16.6% |
| 3Y | +388.3% | -22.8% | +411.1% | +411.9% |
| All | +367.9% | -4.6% | +372.5% | +376.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling