+3,639.5%
LLY vs INSM
-24.5%
+3,664.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | +0.3% |
| 7D | +1.4% | +9.8% | -8.4% | +1.0% |
| 30D | +21.5% | +22.5% | -1.0% | +20.6% |
| 3M | +18.5% | -8.9% | +27.4% | +18.8% |
| 6M | +49.1% | +16.2% | +32.9% | +47.8% |
| YTD | +34.4% | -30.6% | +65.0% | +35.5% |
| 1Y | +46.3% | -37.7% | +84.0% | +48.0% |
| 3Y | +145.5% | +408.4% | -262.9% | +127.0% |
| 5Y | +472.7% | +279.6% | +193.1% | +430.4% |
| 10Y | +2,049.9% | +735.6% | +1,314.3% | +1,780.3% |
| All | +3,639.5% | -24.5% | +3,664.0% | +3,002.9% |
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 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