+367.9%
INSM vs ZM
-68.2%
+436.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +2.5% | -5.7% | +8.2% | +3.7% |
| 30D | -2.2% | -9.1% | +6.9% | -0.4% |
| 3M | +33.8% | +3.5% | +30.3% | +31.9% |
| 6M | -7.2% | +25.7% | -32.8% | -14.2% |
| YTD | -25.6% | +10.8% | -36.4% | -29.6% |
| 1Y | -11.2% | +12.8% | -24.0% | -16.7% |
| 3Y | +388.3% | +33.1% | +355.2% | +325.9% |
| All | +367.9% | -68.2% | +436.0% | +488.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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