+40.6%
AXON vs INSM
+388.0%
-347.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.1% |
| 7D | -28.7% | +6.2% | -34.9% | -28.7% |
| 30D | -28.3% | +15.4% | -43.7% | -28.2% |
| 3M | -46.9% | -11.4% | -35.5% | -47.0% |
| 6M | -24.9% | +14.6% | -39.4% | -24.6% |
| YTD | -46.6% | -33.3% | -13.3% | -46.1% |
| 1Y | -49.7% | -38.8% | -10.9% | -49.1% |
| 3Y | +40.6% | +395.7% | -355.2% | +40.2% |
| All | +40.6% | +388.0% | -347.5% | +40.2% |
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