+1,324.3%
FDX vs INSM
-24.3%
+1,348.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.4% |
| 7D | +5.2% | +5.9% | -0.7% | +4.9% |
| 30D | +11.3% | +23.9% | -12.6% | +10.0% |
| 3M | -4.1% | -4.1% | 0.0% | -4.1% |
| 6M | +9.6% | +2.7% | +7.0% | +9.0% |
| YTD | +40.9% | -30.4% | +71.3% | +42.3% |
| 1Y | +53.0% | -36.6% | +89.6% | +55.0% |
| 3Y | +74.1% | +406.9% | -332.9% | +54.0% |
| 5Y | +75.1% | +280.3% | -205.2% | +55.5% |
| 10Y | +156.9% | +738.5% | -581.5% | +111.3% |
| All | +1,324.3% | -24.3% | +1,348.6% | +935.4% |
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