+163.4%
XOP vs INSM
+352.6%
-189.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | +1.6% | +0.5% | +1.2% | +1.6% |
| 30D | +9.6% | -4.0% | +13.6% | +9.8% |
| 3M | +16.9% | +38.5% | -21.6% | +14.2% |
| 6M | +24.0% | -11.5% | +35.6% | +24.0% |
| YTD | +56.2% | -26.9% | +83.1% | +58.0% |
| 1Y | +51.8% | -12.8% | +64.6% | +51.3% |
| 3Y | +37.0% | +384.7% | -347.7% | +19.0% |
| 5Y | +163.4% | +368.8% | -205.4% | +123.5% |
| All | +163.4% | +352.6% | -189.2% | +123.5% |
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 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