+331.6%
INSM vs ZM
+48.0%
+283.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -4.4% | -10.3% | +5.9% | -2.9% |
| 3M | +30.0% | -0.7% | +30.7% | +29.6% |
| 6M | -10.0% | +24.8% | -34.8% | -14.8% |
| YTD | -26.0% | +11.5% | -37.5% | -28.8% |
| 1Y | -12.5% | +12.3% | -24.8% | -16.2% |
| 3Y | +390.5% | +33.5% | +357.0% | +347.6% |
| 5Y | +357.7% | -67.5% | +425.2% | +403.2% |
| All | +331.6% | +48.0% | +283.7% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling