+342.5%
INSM vs Z
+7.8%
+334.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.7% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | +23.9% | +5.2% | +18.7% | +21.3% |
| 3M | -4.1% | -17.0% | +12.9% | -0.3% |
| 6M | +2.7% | -22.7% | +25.3% | +7.2% |
| YTD | -30.4% | -56.3% | +25.9% | -15.5% |
| 1Y | -36.6% | -57.7% | +21.1% | -22.5% |
| 3Y | +406.9% | -16.5% | +423.5% | +368.4% |
| 5Y | +280.3% | -53.4% | +333.7% | +296.6% |
| 10Y | +738.5% | -15.9% | +754.4% | +500.9% |
| All | +342.5% | +7.8% | +334.7% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling