-39.8%
INSM vs ZCMD
-99.9%
+60.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.3% | +5.3% |
| 7D | +13.4% | -13.3% | +26.7% | +13.4% |
| 30D | +5.9% | -49.6% | +55.6% | +5.9% |
| 3M | +11.4% | -54.6% | +66.0% | +11.3% |
| 6M | -21.4% | -99.8% | +78.3% | -20.2% |
| YTD | -36.8% | -99.9% | +63.1% | -37.0% |
| 1Y | -39.8% | -99.9% | +60.1% | -42.7% |
| All | -39.8% | -99.9% | +60.1% | -42.7% |
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