+64.4%
FDX vs INSM
+342.6%
-278.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.5% |
| 7D | -3.3% | +2.8% | -6.1% | -3.5% |
| 30D | -1.4% | -4.7% | +3.3% | -1.2% |
| 3M | -4.5% | +32.6% | -37.1% | -6.2% |
| 6M | +9.4% | -10.9% | +20.3% | +9.3% |
| YTD | +36.0% | -28.2% | +64.3% | +37.4% |
| 1Y | +75.5% | -14.9% | +90.4% | +75.1% |
| 3Y | +62.8% | +375.6% | -312.8% | +45.6% |
| 5Y | +64.4% | +349.1% | -284.7% | +39.7% |
| All | +64.4% | +342.6% | -278.2% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling