+440.3%
AXP vs INSM
+803.5%
-363.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.9% |
| 7D | -1.1% | +6.2% | -7.3% | -1.6% |
| 30D | +5.2% | +15.4% | -10.2% | +3.9% |
| 3M | -4.6% | -11.4% | +6.9% | -3.8% |
| 6M | +3.2% | +14.6% | -11.3% | +1.1% |
| YTD | -11.3% | -33.3% | +21.9% | -9.5% |
| 1Y | -11.0% | -38.8% | +27.8% | -8.7% |
| 3Y | +120.2% | +395.7% | -275.6% | +79.8% |
| 5Y | +91.7% | +258.9% | -167.2% | +58.2% |
| 10Y | +440.3% | +754.3% | -314.0% | +316.3% |
| All | +440.3% | +803.5% | -363.2% | +316.3% |
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