-11.4%
INSM vs ZCMD
-99.9%
+88.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.3% |
| 7D | +6.5% | -8.0% | +14.6% | +6.5% |
| 30D | +27.5% | -27.9% | +55.4% | +27.5% |
| 3M | +20.4% | -74.6% | +95.0% | +21.1% |
| 6M | -15.7% | -99.5% | +83.7% | -14.7% |
| YTD | -27.4% | -99.7% | +72.3% | -27.6% |
| 1Y | -11.4% | -99.9% | +88.5% | -13.4% |
| All | -11.4% | -99.9% | +88.5% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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