+111.4%
DAL vs INSM
+278.6%
-167.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.5% |
| 7D | -1.1% | +5.9% | -7.0% | -1.5% |
| 30D | +12.8% | +23.9% | -11.1% | +11.1% |
| 3M | -5.3% | -4.1% | -1.2% | -5.2% |
| 6M | +22.4% | +2.7% | +19.7% | +21.4% |
| YTD | +25.6% | -30.4% | +56.0% | +27.4% |
| 1Y | +45.5% | -36.6% | +82.1% | +48.3% |
| 3Y | +161.0% | +406.9% | -246.0% | +125.8% |
| All | +111.4% | +278.6% | -167.2% | +91.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling