+367.9%
INSM vs Z
-64.7%
+432.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.9% |
| 7D | +2.5% | -6.0% | +8.5% | +3.7% |
| 30D | -2.2% | -2.3% | +0.1% | -2.1% |
| 3M | +33.8% | -0.6% | +34.4% | +31.9% |
| 6M | -7.2% | -27.6% | +20.5% | -2.1% |
| YTD | -25.6% | -52.4% | +26.7% | -14.0% |
| 1Y | -11.2% | -63.6% | +52.4% | +9.0% |
| 3Y | +388.3% | -36.4% | +424.7% | +396.7% |
| All | +367.9% | -64.7% | +432.5% | +367.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling