+126.4%
DAL vs INSM
+801.7%
-675.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.4% |
| 7D | +3.4% | +2.8% | +0.6% | +3.1% |
| 30D | -13.6% | -4.7% | -8.8% | -13.3% |
| 3M | +1.2% | +32.6% | -31.4% | -1.6% |
| 6M | +34.5% | -10.9% | +45.4% | +34.4% |
| YTD | +14.7% | -28.2% | +42.9% | +16.5% |
| 1Y | +29.2% | -14.9% | +44.1% | +29.0% |
| 3Y | +100.0% | +375.6% | -275.6% | +65.7% |
| 5Y | +106.3% | +349.1% | -242.8% | +68.1% |
| 10Y | +126.4% | +796.6% | -670.2% | +79.2% |
| All | +126.4% | +801.7% | -675.3% | +79.2% |
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 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