+367.9%
INSM vs ZBRA
-40.4%
+408.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.2% | +1.2% |
| 7D | +2.5% | -3.4% | +5.9% | +3.3% |
| 30D | -2.2% | -7.4% | +5.2% | -0.5% |
| 3M | +33.8% | +57.5% | -23.7% | +16.9% |
| 6M | -7.2% | +64.0% | -71.1% | -20.0% |
| YTD | -25.6% | +44.3% | -69.9% | -34.3% |
| 1Y | -11.2% | +10.9% | -22.1% | -16.0% |
| 3Y | +388.3% | +37.5% | +350.8% | +309.5% |
| All | +367.9% | -40.4% | +408.2% | +454.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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