+361.6%
LRCX vs INSM
+392.8%
-31.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -3.1% | +2.5% | -5.5% | -3.2% |
| 30D | -8.6% | -2.2% | -6.4% | -8.5% |
| 3M | -17.7% | +33.8% | -51.5% | -19.1% |
| 6M | +36.4% | -7.2% | +43.5% | +36.0% |
| YTD | +74.5% | -25.6% | +100.2% | +75.4% |
| 1Y | +159.4% | -11.2% | +170.7% | +158.5% |
| 3Y | +361.6% | +388.3% | -26.8% | +351.0% |
| All | +361.6% | +392.8% | -31.2% | +351.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling