+48.5%
LLY vs INSM
-11.6%
+60.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | -8.4% | -2.2% | -6.3% | -8.2% |
| 3M | -3.8% | +33.8% | -37.6% | -7.2% |
| 6M | +11.9% | -7.2% | +19.1% | +12.5% |
| YTD | +4.3% | -25.6% | +30.0% | +6.9% |
| 1Y | +48.5% | -11.2% | +59.7% | +34.1% |
| All | +48.5% | -11.6% | +60.1% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling