+464.9%
AXP vs INSM
+801.7%
-336.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +0.6% | +2.8% | -2.2% | +0.4% |
| 30D | -4.3% | -4.7% | +0.4% | -4.0% |
| 3M | +4.7% | +32.6% | -27.9% | +1.6% |
| 6M | +9.0% | -10.9% | +19.9% | +8.8% |
| YTD | -11.1% | -28.2% | +17.1% | -9.7% |
| 1Y | +1.3% | -14.9% | +16.1% | +1.1% |
| 3Y | +114.5% | +375.6% | -261.1% | +75.9% |
| 5Y | +118.0% | +349.1% | -231.0% | +75.6% |
| 10Y | +464.9% | +796.6% | -331.6% | +331.0% |
| All | +464.9% | +801.7% | -336.8% | +331.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling