+816.4%
XOM vs INSM
-19.1%
+835.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| 6M | +11.0% | -7.2% | +18.1% | +10.7% |
| YTD | +40.7% | -25.6% | +66.3% | +41.5% |
| 1Y | +52.3% | -11.2% | +63.5% | +51.9% |
| 3Y | +60.5% | +388.3% | -327.9% | +46.9% |
| 5Y | +266.4% | +376.6% | -110.2% | +232.6% |
| 10Y | +194.4% | +881.9% | -687.4% | +152.9% |
| All | +816.4% | -19.1% | +835.5% | +599.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling