+341.1%
INSM vs XPO
+9,839.2%
-9,498.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.6% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | -4.4% | -8.1% | +3.7% | -3.2% |
| 3M | +30.0% | -19.0% | +49.1% | +34.0% |
| 6M | -10.0% | -5.2% | -4.8% | -9.8% |
| YTD | -26.0% | +35.6% | -61.6% | -30.2% |
| 1Y | -12.5% | +41.1% | -53.6% | -18.1% |
| 3Y | +390.5% | +157.9% | +232.6% | +307.2% |
| 5Y | +357.7% | +265.6% | +92.1% | +250.4% |
| 10Y | +877.2% | +1,516.8% | -639.6% | +519.0% |
| All | +341.1% | +9,839.2% | -9,498.1% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling