+612.2%
FCX vs INSM
+884.9%
-272.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -2.3% | +2.5% | -4.8% | -2.6% |
| 30D | +2.7% | -2.2% | +4.8% | +2.9% |
| 3M | +7.4% | +33.8% | -26.4% | +2.2% |
| 6M | +16.0% | -7.2% | +23.2% | +15.4% |
| YTD | +40.9% | -25.6% | +66.6% | +44.2% |
| 1Y | +56.4% | -11.2% | +67.7% | +55.7% |
| 3Y | +84.2% | +388.3% | -304.1% | +33.9% |
| 5Y | +114.6% | +376.6% | -262.0% | +51.4% |
| All | +612.2% | +884.9% | -272.7% | +348.4% |
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