+23.6%
PAYX vs INSM
+375.8%
-352.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | -4.9% | +2.5% | -7.3% | -4.9% |
| 30D | -3.8% | -2.2% | -1.6% | -3.8% |
| 3M | +17.9% | +33.8% | -15.9% | +16.8% |
| 6M | +26.1% | -7.2% | +33.2% | +25.9% |
| YTD | +6.7% | -25.6% | +32.4% | +7.3% |
| 1Y | -10.7% | -11.2% | +0.5% | -10.9% |
| 3Y | +7.0% | +388.3% | -381.4% | +0.2% |
| All | +23.6% | +375.8% | -352.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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