+833.7%
INSM vs AZO
+296.8%
+536.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +2.5% | -3.6% | +6.0% | +3.7% |
| 30D | -2.2% | -5.6% | +3.4% | -0.4% |
| 3M | +33.8% | -6.6% | +40.4% | +36.1% |
| 6M | -7.2% | -22.5% | +15.3% | +0.1% |
| YTD | -25.6% | -15.2% | -10.5% | -22.7% |
| 1Y | -11.2% | -33.9% | +22.7% | +0.6% |
| 3Y | +388.3% | +11.8% | +376.5% | +345.1% |
| 5Y | +376.6% | +85.5% | +291.1% | +244.4% |
| All | +833.7% | +296.8% | +536.9% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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