+55.4%
FCX vs INSM
+278.6%
-223.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.3% |
| 7D | -0.3% | +5.9% | -6.2% | -0.9% |
| 30D | -14.7% | +23.9% | -38.6% | -16.7% |
| 3M | -11.2% | -4.1% | -7.1% | -11.0% |
| 6M | -11.4% | +2.7% | -14.1% | -12.4% |
| YTD | +17.7% | -30.4% | +48.1% | +20.4% |
| 1Y | +47.5% | -36.6% | +84.0% | +51.9% |
| 3Y | +83.9% | +406.9% | -323.1% | +47.5% |
| All | +55.4% | +278.6% | -223.3% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling