-11.4%
INSM vs Z
-58.8%
+47.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.5% |
| 7D | +6.5% | -3.0% | +9.5% | +6.2% |
| 30D | +27.5% | -4.2% | +31.7% | +27.5% |
| 3M | +20.4% | -3.7% | +24.1% | +20.8% |
| 6M | -15.7% | -24.5% | +8.8% | -14.2% |
| YTD | -27.4% | -49.3% | +21.9% | -23.6% |
| 1Y | -11.4% | -58.7% | +47.3% | -4.7% |
| All | -11.4% | -58.8% | +47.4% | -4.7% |
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