+55.7%
ZTS vs INSM
+884.9%
-829.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | -0.8% | -2.2% | +1.4% | -0.6% |
| 3M | -9.7% | +33.8% | -43.5% | -12.1% |
| 6M | -38.4% | -7.2% | -31.2% | -38.3% |
| YTD | -41.1% | -25.6% | -15.5% | -40.2% |
| 1Y | -50.6% | -11.2% | -39.4% | -50.6% |
| 3Y | -59.1% | +388.3% | -447.5% | -65.1% |
| 5Y | -62.7% | +376.6% | -439.4% | -68.8% |
| All | +55.7% | +884.9% | -829.1% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling