+1,028.0%
AXON vs INSM
+762.7%
+265.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.5% |
| 7D | -27.4% | +14.4% | -41.8% | -28.3% |
| 30D | -28.5% | +18.8% | -47.2% | -29.7% |
| 3M | -49.3% | -11.3% | -37.9% | -48.9% |
| 6M | -25.0% | +17.9% | -42.9% | -27.2% |
| YTD | -46.7% | -31.3% | -15.4% | -45.9% |
| 1Y | -48.3% | -37.7% | -10.5% | -47.0% |
| 3Y | +38.8% | +403.1% | -364.3% | +5.8% |
| 5Y | +77.7% | +279.3% | -201.6% | +37.0% |
| 10Y | +1,028.0% | +740.9% | +287.2% | +694.6% |
| All | +1,028.0% | +762.7% | +265.3% | +694.6% |
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