+62.0%
ZETA vs INSM
-14.1%
+76.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.4% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | +4.8% | -4.0% | +8.8% | +4.7% |
| 3M | +53.3% | +38.5% | +14.8% | +54.9% |
| 6M | +66.8% | -11.5% | +78.3% | +71.1% |
| YTD | +50.2% | -26.9% | +77.0% | +53.1% |
| 1Y | +62.0% | -12.8% | +74.8% | +63.7% |
| All | +62.0% | -14.1% | +76.1% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling