+31.2%
DAL vs INSM
-12.3%
+43.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | -11.7% | -4.4% | -7.3% | -11.6% |
| 3M | -2.7% | +30.0% | -32.8% | -4.3% |
| 6M | +30.7% | -10.0% | +40.7% | +30.8% |
| YTD | +14.4% | -26.0% | +40.4% | +14.6% |
| 1Y | +31.2% | -12.5% | +43.7% | +27.4% |
| All | +31.2% | -12.3% | +43.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling