+115.4%
FOXA vs INSM
+392.8%
-277.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +0.8% | +2.5% | -1.7% | +0.7% |
| 30D | +5.0% | -2.2% | +7.2% | +5.1% |
| 3M | -3.0% | +33.8% | -36.8% | -4.1% |
| 6M | +14.8% | -7.2% | +21.9% | +14.4% |
| YTD | -8.9% | -25.6% | +16.7% | -8.6% |
| 1Y | +13.3% | -11.2% | +24.6% | +13.1% |
| 3Y | +115.4% | +388.3% | -272.9% | +112.2% |
| All | +115.4% | +392.8% | -277.4% | +112.2% |
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 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