-39.8%
INSM vs ZBH
+11.3%
-51.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.5% | -8.2% | +4.7% |
| 7D | +13.4% | +14.3% | -0.8% | +12.8% |
| 30D | +5.9% | +20.3% | -14.3% | +5.6% |
| 3M | +11.4% | +15.3% | -3.9% | +11.0% |
| 6M | -21.4% | +33.9% | -55.4% | -23.2% |
| YTD | -36.8% | +23.5% | -60.3% | -37.8% |
| 1Y | -39.8% | +7.9% | -47.7% | -41.4% |
| All | -39.8% | +11.3% | -51.1% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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