+1,303.8%
FDX vs INSM
-25.3%
+1,329.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | +0.1% |
| 7D | +0.5% | +14.4% | -14.0% | -0.2% |
| 30D | +9.5% | +18.8% | -9.3% | +8.5% |
| 3M | -1.3% | -11.3% | +10.0% | -0.9% |
| 6M | +5.5% | +17.9% | -12.4% | +4.1% |
| YTD | +38.9% | -31.3% | +70.2% | +40.3% |
| 1Y | +58.8% | -37.7% | +96.5% | +61.0% |
| 3Y | +71.1% | +403.1% | -332.0% | +51.5% |
| 5Y | +76.3% | +279.3% | -203.0% | +56.6% |
| 10Y | +153.4% | +740.9% | -587.5% | +108.4% |
| All | +1,303.8% | -25.3% | +1,329.2% | +921.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling