+390.2%
LLY vs INSM
+365.8%
+24.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.2% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | -8.6% | -4.4% | -4.2% | -8.4% |
| 3M | -1.6% | +30.0% | -31.7% | -3.7% |
| 6M | +11.8% | -10.0% | +21.8% | +11.8% |
| YTD | +5.1% | -26.0% | +31.1% | +6.2% |
| 1Y | +50.7% | -12.5% | +63.2% | +50.4% |
| 3Y | +95.7% | +390.5% | -294.8% | +79.6% |
| 5Y | +390.2% | +357.7% | +32.5% | +338.9% |
| All | +390.2% | +365.8% | +24.3% | +338.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling