-22.9%
INSM vs ODFL
+46,346.6%
-46,369.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.5% | -2.8% | +3.3% | +1.1% |
| 30D | -4.0% | -13.7% | +9.7% | -0.8% |
| 3M | +38.5% | -23.4% | +61.9% | +46.6% |
| 6M | -11.5% | -7.2% | -4.4% | -10.8% |
| YTD | -26.9% | +15.6% | -42.5% | -30.4% |
| 1Y | -12.8% | +24.2% | -36.9% | -18.8% |
| 3Y | +384.7% | -12.8% | +397.5% | +379.4% |
| 5Y | +368.8% | +27.1% | +341.7% | +316.4% |
| 10Y | +865.7% | +739.9% | +125.8% | +492.9% |
| All | -22.9% | +46,346.6% | -46,369.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 all: compounded portfolio wealth divided by compounded ODFL 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…
all analysis · Full analysis span regression · 6 months rolling