+86.1%
AXP vs INSM
+278.6%
-192.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | -0.1% | +5.9% | -6.0% | -0.5% |
| 30D | +4.4% | +23.9% | -19.5% | +2.9% |
| 3M | -6.4% | -4.1% | -2.3% | -6.3% |
| 6M | +4.2% | +2.7% | +1.5% | +3.3% |
| YTD | -12.4% | -30.4% | +18.0% | -11.0% |
| 1Y | -11.1% | -36.6% | +25.4% | -9.3% |
| 3Y | +114.9% | +406.9% | -292.1% | +84.4% |
| All | +86.1% | +278.6% | -192.5% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling