-39.8%
INSM vs Z
-54.2%
+14.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.4% | -4.1% | +5.7% |
| 7D | +13.4% | +10.2% | +3.3% | +13.9% |
| 30D | +5.9% | +23.7% | -17.7% | +7.6% |
| 3M | +11.4% | -6.6% | +18.0% | +10.7% |
| 6M | -21.4% | -23.0% | +1.6% | -20.6% |
| YTD | -36.8% | -50.3% | +13.5% | -33.1% |
| 1Y | -39.8% | -53.6% | +13.8% | -35.8% |
| All | -39.8% | -54.2% | +14.3% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling