+112,002.2%
AXON vs INSM
+125.1%
+111,877.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | -14.2% | +6.5% | -20.7% | -14.6% |
| 30D | -15.4% | +27.5% | -42.9% | -17.5% |
| 3M | +0.5% | +20.4% | -19.9% | -1.7% |
| 6M | -9.5% | -15.7% | +6.2% | -9.7% |
| YTD | -9.2% | -27.4% | +18.2% | -8.5% |
| 1Y | -29.4% | -11.4% | -18.0% | -30.1% |
| 3Y | +139.4% | +457.8% | -318.4% | +96.8% |
| 5Y | +178.9% | +343.0% | -164.1% | +130.7% |
| 10Y | +1,840.8% | +848.1% | +992.7% | +1,340.4% |
| All | +112,002.2% | +125.1% | +111,877.1% | +68,525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling