+58.4%
DAL vs INSM
-38.8%
+97.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.8% |
| 3M | +0.8% | -11.4% | +12.2% | +1.0% |
| 6M | +26.2% | +14.6% | +11.6% | +24.2% |
| YTD | +33.7% | -33.3% | +67.0% | +34.8% |
| All | +58.4% | -38.8% | +97.2% | +59.9% |
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