+2,080.1%
LLY vs INSM
+729.9%
+1,350.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +1.1% |
| 7D | +6.7% | +5.9% | +0.8% | +6.4% |
| 30D | +19.6% | +23.9% | -4.3% | +18.0% |
| 3M | +19.7% | -4.1% | +23.8% | +19.9% |
| 6M | +42.7% | +2.7% | +40.0% | +41.8% |
| YTD | +35.1% | -30.4% | +65.5% | +36.8% |
| 1Y | +42.2% | -36.6% | +78.7% | +44.5% |
| 3Y | +140.8% | +406.9% | -266.2% | +115.8% |
| 5Y | +480.6% | +280.3% | +200.3% | +420.9% |
| All | +2,080.1% | +729.9% | +1,350.2% | +1,747.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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