+416.2%
INSM vs ZS
+498.3%
-82.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +2.5% | -3.1% | +5.6% | +3.1% |
| 30D | -2.2% | -7.2% | +5.0% | -1.1% |
| 3M | +33.8% | +30.5% | +3.3% | +25.9% |
| 6M | -7.2% | +7.0% | -14.1% | -12.1% |
| YTD | -25.6% | -26.8% | +1.2% | -24.0% |
| 1Y | -11.2% | -42.6% | +31.4% | -4.6% |
| 3Y | +388.3% | -0.3% | +388.6% | +342.0% |
| 5Y | +376.6% | -39.2% | +415.9% | +354.8% |
| All | +416.2% | +498.3% | -82.1% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling