-43.4%
AXON vs INSM
-37.5%
-5.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +3.1% |
| 7D | +0.8% | +5.9% | -5.1% | +1.7% |
| 30D | -22.8% | +23.9% | -46.7% | -20.0% |
| 3M | -48.8% | -4.1% | -44.7% | -49.3% |
| 6M | -16.3% | +2.7% | -19.0% | -13.3% |
| YTD | -44.5% | -30.4% | -14.1% | -44.3% |
| 1Y | -43.4% | -36.6% | -6.8% | -44.0% |
| All | -43.4% | -37.5% | -5.9% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling