+3,549.0%
LRCX vs INSM
+884.9%
+2,664.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -3.1% | +2.5% | -5.5% | -3.3% |
| 30D | -8.6% | -2.2% | -6.4% | -8.4% |
| 3M | -17.7% | +33.8% | -51.5% | -21.0% |
| 6M | +36.4% | -7.2% | +43.5% | +35.7% |
| YTD | +74.5% | -25.6% | +100.2% | +78.0% |
| 1Y | +159.4% | -11.2% | +170.7% | +157.9% |
| 3Y | +361.6% | +388.3% | -26.8% | +254.0% |
| 5Y | +425.2% | +376.6% | +48.6% | +293.0% |
| All | +3,549.0% | +884.9% | +2,664.2% | +2,518.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling