+1,311.7%
FDX vs INSM
-21.1%
+1,332.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.5% | +6.5% | -9.1% | -2.9% |
| 30D | +3.8% | +27.5% | -23.7% | +2.3% |
| 3M | -1.3% | +20.4% | -21.7% | -2.6% |
| 6M | +5.0% | -15.7% | +20.8% | +5.2% |
| YTD | +39.6% | -27.4% | +67.1% | +40.9% |
| 1Y | +81.1% | -11.4% | +92.5% | +80.5% |
| 3Y | +63.0% | +457.8% | -394.8% | +43.5% |
| 5Y | +65.6% | +343.0% | -277.4% | +46.0% |
| 10Y | +183.4% | +848.1% | -664.8% | +131.8% |
| All | +1,311.7% | -21.1% | +1,332.7% | +925.4% |
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