+155.7%
FDX vs INSM
+750.4%
-594.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -2.1% | +9.8% | -11.8% | -2.7% |
| 30D | +10.4% | +22.5% | -12.1% | +8.6% |
| 3M | +0.5% | -8.9% | +9.4% | +0.9% |
| 6M | +6.5% | +16.2% | -9.7% | +4.4% |
| YTD | +40.2% | -30.6% | +70.9% | +42.3% |
| 1Y | +52.1% | -37.7% | +89.7% | +55.3% |
| 3Y | +72.8% | +408.4% | -335.6% | +42.8% |
| 5Y | +76.3% | +279.6% | -203.3% | +46.6% |
| 10Y | +155.7% | +735.6% | -579.9% | +100.3% |
| All | +155.7% | +750.4% | -594.6% | +100.3% |
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