+367.9%
INSM vs ZBH
-28.6%
+396.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | +2.5% | -4.7% | +7.1% | +3.9% |
| 30D | -2.2% | -4.5% | +2.3% | -1.0% |
| 3M | +33.8% | +7.6% | +26.2% | +29.7% |
| 6M | -7.2% | +0.3% | -7.4% | -8.2% |
| YTD | -25.6% | +4.5% | -30.2% | -27.7% |
| 1Y | -11.2% | -9.4% | -1.8% | -10.2% |
| 3Y | +388.3% | -21.5% | +409.8% | +415.6% |
| All | +367.9% | -28.6% | +396.5% | +374.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling