+73.7%
FDX vs INSM
-14.1%
+87.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.2% |
| 3M | -2.0% | +38.5% | -40.5% | -2.6% |
| 6M | +8.0% | -11.5% | +19.6% | +7.6% |
| YTD | +35.0% | -26.9% | +61.9% | +34.0% |
| 1Y | +73.7% | -12.8% | +86.5% | +70.5% |
| All | +73.7% | -14.1% | +87.8% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling