+294.9%
ZETA vs INSM
+278.6%
+16.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | +18.1% | +5.9% | +12.2% | +17.4% |
| 30D | +13.6% | +23.9% | -10.3% | +10.9% |
| 3M | +23.7% | -4.1% | +27.8% | +23.9% |
| 6M | +128.5% | +2.7% | +125.8% | +125.0% |
| YTD | +80.1% | -30.4% | +110.5% | +84.7% |
| 1Y | +98.0% | -36.6% | +134.6% | +104.8% |
| 3Y | +348.6% | +406.9% | -58.4% | +229.2% |
| All | +294.9% | +278.6% | +16.3% | +216.8% |
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