+2,704.5%
FCX vs INSM
-21.1%
+2,725.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.9% | +6.5% | -11.4% | -5.4% |
| 30D | +4.8% | +27.5% | -22.7% | +2.0% |
| 3M | +4.6% | +20.4% | -15.8% | +2.3% |
| 6M | +10.8% | -15.7% | +26.6% | +11.4% |
| YTD | +44.2% | -27.4% | +71.7% | +46.8% |
| 1Y | +59.6% | -11.4% | +71.0% | +59.2% |
| 3Y | +82.2% | +457.8% | -375.6% | +47.1% |
| 5Y | +115.6% | +343.0% | -227.3% | +75.1% |
| 10Y | +670.6% | +848.1% | -177.6% | +457.6% |
| All | +2,704.5% | -21.1% | +2,725.5% | +1,506.0% |
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