+833.7%
INSM vs XPO
+1,516.3%
-682.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +2.5% | -5.7% | +8.1% | +4.3% |
| 30D | -2.2% | -12.8% | +10.6% | +1.9% |
| 3M | +33.8% | -20.0% | +53.8% | +42.3% |
| 6M | -7.2% | -6.0% | -1.1% | -6.6% |
| YTD | -25.6% | +34.0% | -59.7% | -33.9% |
| 1Y | -11.2% | +35.6% | -46.8% | -21.8% |
| 3Y | +388.3% | +152.3% | +236.0% | +225.0% |
| 5Y | +376.6% | +264.4% | +112.3% | +157.6% |
| All | +833.7% | +1,516.3% | -682.6% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling