+208.1%
LRCX vs INSM
-11.6%
+219.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +1.9% | +6.5% | -4.6% | +1.2% |
| 30D | +0.1% | +27.5% | -27.5% | -3.5% |
| 3M | -8.5% | +20.4% | -28.9% | -10.9% |
| 6M | +38.1% | -15.7% | +53.8% | +39.6% |
| YTD | +80.1% | -27.4% | +107.5% | +83.8% |
| 1Y | +208.1% | -11.4% | +219.5% | +187.1% |
| All | +208.1% | -11.6% | +219.7% | +187.1% |
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