+1,846.0%
AXON vs INSM
+841.5%
+1,004.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.2% | -3.3% |
| 7D | -3.3% | +1.7% | -5.1% | -3.5% |
| 30D | -17.8% | -4.4% | -13.4% | -17.6% |
| 3M | +8.3% | +30.0% | -21.8% | +4.5% |
| 6M | -12.4% | -10.0% | -2.3% | -13.0% |
| YTD | -13.7% | -26.0% | +12.3% | -12.7% |
| 1Y | -33.1% | -12.5% | -20.6% | -33.9% |
| 3Y | +128.2% | +390.5% | -262.3% | +74.9% |
| 5Y | +170.5% | +357.7% | -187.2% | +103.5% |
| 10Y | +1,846.0% | +877.2% | +968.8% | +1,206.0% |
| All | +1,846.0% | +841.5% | +1,004.5% | +1,206.0% |
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 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