+386.0%
INSM vs Z
-37.2%
+423.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.2% |
| 7D | +1.7% | -7.1% | +8.8% | +2.4% |
| 30D | -4.4% | -4.8% | +0.4% | -4.1% |
| 3M | +30.0% | -9.3% | +39.4% | +30.5% |
| 6M | -10.0% | -29.0% | +19.0% | -6.6% |
| YTD | -26.0% | -52.9% | +26.9% | -18.3% |
| 1Y | -12.5% | -63.1% | +50.6% | +0.4% |
| All | +386.0% | -37.2% | +423.3% | +410.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling