+138.7%
AXON vs INSM
+366.4%
-227.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | -14.2% | +6.5% | -20.7% | -14.1% |
| 30D | -15.4% | +27.5% | -42.9% | -15.0% |
| 3M | +0.5% | +20.4% | -19.9% | +1.0% |
| 6M | -9.5% | -15.7% | +6.2% | -8.8% |
| YTD | -9.2% | -27.4% | +18.2% | -8.2% |
| 1Y | -29.4% | -11.4% | -18.0% | -29.1% |
| All | +138.7% | +366.4% | -227.7% | +132.5% |
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