+424.9%
AXP vs INSM
+750.4%
-325.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -2.9% | +9.8% | -12.6% | -3.6% |
| 30D | +3.7% | +22.5% | -18.8% | +1.9% |
| 3M | -4.9% | -8.9% | +4.0% | -4.4% |
| 6M | +4.1% | +16.2% | -12.2% | +1.8% |
| YTD | -11.7% | -30.6% | +18.9% | -10.2% |
| 1Y | -11.7% | -37.7% | +25.9% | -9.6% |
| 3Y | +116.5% | +408.4% | -291.9% | +76.5% |
| 5Y | +89.5% | +279.6% | -190.1% | +55.7% |
| 10Y | +424.9% | +735.6% | -310.7% | +305.2% |
| All | +424.9% | +750.4% | -325.5% | +305.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling