+166.5%
ZTS vs INSM
+2,045.9%
-1,879.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.9% |
| 7D | -4.8% | +2.8% | -7.6% | -5.0% |
| 30D | +1.2% | -4.7% | +6.0% | +1.6% |
| 3M | -6.0% | +32.6% | -38.6% | -8.6% |
| 6M | -38.7% | -10.9% | -27.9% | -38.5% |
| YTD | -40.6% | -28.2% | -12.4% | -39.5% |
| 1Y | -50.6% | -14.9% | -35.7% | -50.4% |
| 3Y | -58.7% | +375.6% | -434.3% | -65.2% |
| 5Y | -62.8% | +349.1% | -411.9% | -69.1% |
| 10Y | +56.2% | +796.6% | -740.4% | +15.0% |
| All | +166.5% | +2,045.9% | -1,879.4% | +96.3% |
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