+105.4%
INSM vs ZBH
+274.1%
-168.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +1.7% | -4.9% | +6.6% | +3.9% |
| 30D | -4.4% | -3.2% | -1.2% | -3.2% |
| 3M | +30.0% | +5.8% | +24.2% | +25.6% |
| 6M | -10.0% | +2.0% | -12.0% | -12.1% |
| YTD | -26.0% | +5.8% | -31.8% | -29.1% |
| 1Y | -12.5% | -7.9% | -4.6% | -12.0% |
| 3Y | +390.5% | -19.4% | +409.8% | +409.0% |
| 5Y | +357.7% | -29.5% | +387.2% | +398.2% |
| 10Y | +877.2% | -15.5% | +892.8% | +864.5% |
| All | +105.4% | +274.1% | -168.7% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling