+128.1%
DAL vs INSM
+803.5%
-675.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.5% | +3.8% | +5.2% |
| 7D | +10.0% | +6.2% | +3.8% | +9.5% |
| 30D | +12.0% | +15.4% | -3.4% | +10.7% |
| 3M | +0.8% | -11.4% | +12.2% | +1.6% |
| 6M | +26.2% | +14.6% | +11.6% | +23.8% |
| YTD | +33.7% | -33.3% | +67.0% | +36.4% |
| 1Y | +57.6% | -38.8% | +96.4% | +61.6% |
| 3Y | +183.5% | +395.7% | -212.3% | +133.7% |
| 5Y | +114.2% | +258.9% | -144.7% | +78.5% |
| 10Y | +128.1% | +754.3% | -626.2% | +83.0% |
| All | +128.1% | +803.5% | -675.4% | +83.0% |
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 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