-25.0%
QXO vs INSM
-40.6%
+15.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.3% | +2.8% | +7.5% |
| 7D | +16.6% | +13.4% | +3.1% | +14.9% |
| 30D | +6.6% | +5.9% | +0.6% | +5.7% |
| 3M | -17.5% | +11.4% | -28.9% | -18.6% |
| 6M | -33.8% | -21.4% | -12.4% | -31.9% |
| YTD | -34.4% | -36.8% | +2.4% | -34.7% |
| 1Y | -25.0% | -39.8% | +14.9% | -26.5% |
| All | -25.0% | -40.6% | +15.7% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling