+388.3%
INSM vs ZCMD
-100.0%
+488.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.7% | +1.6% |
| 7D | +2.5% | -5.4% | +7.9% | +2.4% |
| 30D | -2.2% | -24.8% | +22.6% | -2.3% |
| 3M | +33.8% | -62.8% | +96.6% | +34.5% |
| 6M | -7.2% | -99.5% | +92.4% | -9.5% |
| YTD | -25.6% | -99.8% | +74.1% | -28.3% |
| 1Y | -11.2% | -99.9% | +88.7% | -15.6% |
| 3Y | +388.3% | -100.0% | +488.3% | +365.1% |
| All | +388.3% | -100.0% | +488.3% | +365.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling