+2,890.4%
LLY vs INSM
-21.1%
+2,911.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.1% | +6.5% | -8.7% | -2.4% |
| 30D | -1.6% | +27.5% | -29.2% | -2.7% |
| 3M | +2.3% | +20.4% | -18.1% | +1.4% |
| 6M | +14.9% | -15.7% | +30.6% | +15.2% |
| YTD | +7.5% | -27.4% | +34.9% | +8.2% |
| 1Y | +55.7% | -11.4% | +67.1% | +55.5% |
| 3Y | +110.6% | +457.8% | -347.2% | +94.0% |
| 5Y | +363.4% | +343.0% | +20.5% | +327.0% |
| 10Y | +1,649.0% | +848.1% | +800.9% | +1,423.5% |
| All | +2,890.4% | -21.1% | +2,911.4% | +2,378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling