+465.0%
AXP vs INSM
+811.8%
-346.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.1% | +6.5% | -8.7% | -2.6% |
| 30D | -6.5% | +27.5% | -34.1% | -8.9% |
| 3M | +4.6% | +20.4% | -15.7% | +2.3% |
| 6M | +5.4% | -15.7% | +21.2% | +5.8% |
| YTD | -11.1% | -27.4% | +16.3% | -9.7% |
| 1Y | -0.3% | -11.4% | +11.1% | -0.9% |
| 3Y | +111.6% | +457.8% | -346.2% | +70.2% |
| 5Y | +117.6% | +343.0% | -225.4% | +75.5% |
| All | +465.0% | +811.8% | -346.8% | +330.7% |
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 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