+873.9%
AXP vs INSM
-28.5%
+902.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -1.5% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | +5.8% | +12.5% | -6.6% | +5.0% |
| 3M | -6.0% | -13.7% | +7.7% | -5.4% |
| 6M | +0.3% | -16.5% | +16.8% | +0.5% |
| YTD | -12.3% | -34.3% | +22.0% | -11.0% |
| 1Y | -11.2% | -38.4% | +27.1% | -9.7% |
| 3Y | +117.0% | +379.9% | -262.9% | +89.5% |
| 5Y | +93.2% | +242.2% | -149.1% | +70.1% |
| 10Y | +461.2% | +920.6% | -459.4% | +345.0% |
| All | +873.9% | -28.5% | +902.4% | +571.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling