+257.2%
XOM vs INSM
+375.8%
-118.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | +4.1% | +2.5% | +1.6% | +4.0% |
| 30D | +4.6% | -2.2% | +6.7% | +4.6% |
| 3M | +14.0% | +33.8% | -19.8% | +12.9% |
| 6M | +11.0% | -7.2% | +18.1% | +10.8% |
| YTD | +40.7% | -25.6% | +66.3% | +41.3% |
| 1Y | +52.3% | -11.2% | +63.5% | +51.9% |
| 3Y | +60.5% | +388.3% | -327.9% | +50.2% |
| All | +257.2% | +375.8% | -118.6% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling