-50.6%
ZTS vs INSM
-11.6%
-39.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -3.7% | +2.5% | -6.2% | -4.2% |
| 30D | -0.8% | -2.2% | +1.4% | -0.5% |
| 3M | -9.7% | +33.8% | -43.5% | -16.0% |
| 6M | -38.4% | -7.2% | -31.2% | -36.7% |
| YTD | -41.1% | -25.6% | -15.5% | -39.0% |
| 1Y | -50.6% | -11.2% | -39.4% | -49.9% |
| All | -50.6% | -11.6% | -39.0% | -49.9% |
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