+205.7%
ZTS vs INSM
+1,981.8%
-1,776.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +5.6% | +5.9% | -0.3% | +5.1% |
| 30D | +12.1% | +23.9% | -11.8% | +10.0% |
| 3M | +11.3% | -4.1% | +15.4% | +11.4% |
| 6M | +14.3% | +2.7% | +11.6% | +13.2% |
| YTD | -31.9% | -30.4% | -1.5% | -30.5% |
| 1Y | -29.3% | -36.6% | +7.3% | -27.4% |
| 3Y | -48.0% | +406.9% | -455.0% | -56.4% |
| 5Y | -58.9% | +280.3% | -339.2% | -65.4% |
| 10Y | +81.7% | +738.5% | -656.8% | +34.8% |
| All | +205.7% | +1,981.8% | -1,776.1% | +125.4% |
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 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