-6.7%
AXP vs INSM
-40.6%
+33.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.3% | -3.1% | +2.0% |
| 7D | +4.6% | +13.4% | -8.8% | +4.2% |
| 30D | +9.7% | +5.9% | +3.8% | +9.4% |
| 3M | -3.8% | +11.4% | -15.2% | -4.3% |
| 6M | +4.8% | -21.4% | +26.2% | +6.1% |
| YTD | -9.1% | -36.8% | +27.7% | -6.9% |
| 1Y | -6.7% | -39.8% | +33.1% | -3.7% |
| All | -6.7% | -40.6% | +33.9% | -3.7% |
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 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