+62.8%
FDX vs INSM
+367.2%
-304.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -3.3% | +2.8% | -6.1% | -3.4% |
| 30D | -1.4% | -4.7% | +3.3% | -1.3% |
| 3M | -4.5% | +32.6% | -37.1% | -5.3% |
| 6M | +9.4% | -10.9% | +20.3% | +9.3% |
| YTD | +36.0% | -28.2% | +64.3% | +36.6% |
| 1Y | +75.5% | -14.9% | +90.4% | +75.1% |
| 3Y | +62.8% | +375.6% | -312.8% | +59.7% |
| All | +62.8% | +367.2% | -304.4% | +59.7% |
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 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