+1,046.6%
AXON vs INSM
+729.9%
+316.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.5% |
| 7D | +0.8% | +5.9% | -5.1% | +0.3% |
| 30D | -22.8% | +23.9% | -46.7% | -24.4% |
| 3M | -48.8% | -4.1% | -44.7% | -48.7% |
| 6M | -16.3% | +2.7% | -19.0% | -17.5% |
| YTD | -44.5% | -30.4% | -14.1% | -43.6% |
| 1Y | -43.4% | -36.6% | -6.8% | -42.1% |
| 3Y | +44.3% | +406.9% | -362.7% | +10.0% |
| 5Y | +85.1% | +280.3% | -195.2% | +42.7% |
| All | +1,046.6% | +729.9% | +316.7% | +698.6% |
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