+86.6%
XOP vs INSM
+705.0%
-618.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.6% | +0.3% |
| 7D | +1.0% | +1.7% | -0.8% | +0.8% |
| 30D | +10.8% | -4.4% | +15.3% | +11.3% |
| 3M | +19.5% | +30.0% | -10.6% | +15.8% |
| 6M | +21.6% | -10.0% | +31.6% | +21.2% |
| YTD | +55.8% | -26.0% | +81.8% | +58.0% |
| 1Y | +54.6% | -12.5% | +67.1% | +53.7% |
| 3Y | +36.6% | +390.5% | -353.8% | +8.4% |
| 5Y | +160.6% | +357.7% | -197.1% | +103.6% |
| 10Y | +56.2% | +877.2% | -821.0% | +6.2% |
| All | +86.6% | +705.0% | -618.4% | +3.0% |
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