+71.1%
FDX vs INSM
+410.0%
-338.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | +0.5% | +14.4% | -14.0% | +0.1% |
| 30D | +9.5% | +18.8% | -9.3% | +9.0% |
| 3M | -1.3% | -11.3% | +10.0% | -1.2% |
| 6M | +5.5% | +17.9% | -12.4% | +4.8% |
| YTD | +38.9% | -31.3% | +70.2% | +39.4% |
| 1Y | +58.8% | -37.7% | +96.5% | +59.7% |
| 3Y | +71.1% | +403.1% | -332.0% | +64.1% |
| All | +71.1% | +410.0% | -338.9% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling