-39.8%
INSM vs ZYBT
-42.3%
+2.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.2% | +3.1% | +5.3% |
| 7D | +13.4% | -3.5% | +16.9% | +13.4% |
| 30D | +5.9% | +15.1% | -9.2% | +6.0% |
| 3M | +11.4% | +7.0% | +4.4% | +11.4% |
| 6M | -21.4% | +37.7% | -59.1% | -19.7% |
| YTD | -36.8% | +19.1% | -55.9% | -36.1% |
| 1Y | -39.8% | -38.3% | -1.5% | -37.8% |
| All | -39.8% | -42.3% | +2.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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