+177.0%
FDX vs INSM
+868.6%
-691.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.9% |
| 7D | -3.9% | +0.5% | -4.3% | -3.9% |
| 30D | -3.3% | -4.0% | +0.7% | -3.1% |
| 3M | -2.0% | +38.5% | -40.5% | -4.8% |
| 6M | +8.0% | -11.5% | +19.6% | +7.9% |
| YTD | +35.0% | -26.9% | +61.9% | +36.7% |
| 1Y | +73.7% | -12.8% | +86.5% | +72.8% |
| 3Y | +61.6% | +384.7% | -323.1% | +34.7% |
| 5Y | +65.4% | +368.8% | -303.4% | +35.2% |
| All | +177.0% | +868.6% | -691.6% | +115.7% |
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 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