+34.5%
QXO vs INSM
+884.9%
-850.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -7.8% | +2.5% | -10.3% | -8.1% |
| 30D | -18.1% | -2.2% | -15.9% | -17.9% |
| 3M | -25.8% | +33.8% | -59.6% | -28.9% |
| 6M | -41.7% | -7.2% | -34.5% | -42.0% |
| YTD | -36.2% | -25.6% | -10.5% | -34.9% |
| 1Y | -42.1% | -11.2% | -30.9% | -42.6% |
| 3Y | -46.2% | +388.3% | -434.5% | -58.8% |
| 5Y | -70.7% | +376.6% | -447.4% | -78.1% |
| All | +34.5% | +884.9% | -850.4% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling