+115.0%
FCX vs INSM
+352.6%
-237.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.5% |
| 7D | -1.9% | +0.5% | -2.3% | -1.9% |
| 30D | +3.4% | -4.0% | +7.4% | +3.8% |
| 3M | +15.0% | +38.5% | -23.5% | +10.3% |
| 6M | +14.6% | -11.5% | +26.2% | +14.8% |
| YTD | +41.2% | -26.9% | +68.1% | +44.0% |
| 1Y | +60.4% | -12.8% | +73.2% | +60.2% |
| 3Y | +88.4% | +384.7% | -296.3% | +53.2% |
| 5Y | +115.0% | +368.8% | -253.8% | +61.7% |
| All | +115.0% | +352.6% | -237.6% | +61.7% |
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