+522.4%
PAYX vs INSM
-19.1%
+541.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | -4.9% | +2.5% | -7.3% | -5.0% |
| 30D | -3.8% | -2.2% | -1.6% | -3.7% |
| 3M | +17.9% | +33.8% | -15.9% | +16.0% |
| 6M | +26.1% | -7.2% | +33.2% | +25.7% |
| YTD | +6.7% | -25.6% | +32.4% | +7.4% |
| 1Y | -10.7% | -11.2% | +0.5% | -11.1% |
| 3Y | +7.0% | +388.3% | -381.4% | -4.3% |
| 5Y | +22.6% | +376.6% | -354.0% | +8.7% |
| 10Y | +166.5% | +881.9% | -715.4% | +119.2% |
| All | +522.4% | -19.1% | +541.5% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling