+886.6%
AXP vs INSM
-21.1%
+907.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.1% | +6.5% | -8.7% | -2.5% |
| 30D | -6.5% | +27.5% | -34.1% | -8.2% |
| 3M | +4.6% | +20.4% | -15.7% | +3.1% |
| 6M | +5.4% | -15.7% | +21.2% | +5.7% |
| YTD | -11.1% | -27.4% | +16.3% | -10.2% |
| 1Y | -0.3% | -11.4% | +11.1% | -0.7% |
| 3Y | +111.6% | +457.8% | -346.2% | +83.1% |
| 5Y | +117.6% | +343.0% | -225.4% | +88.8% |
| 10Y | +474.1% | +848.1% | -374.0% | +356.5% |
| All | +886.6% | -21.1% | +907.6% | +577.3% |
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 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