+128.2%
UAL vs INSM
+367.2%
-239.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | +3.5% | +2.8% | +0.7% | +3.4% |
| 30D | -16.5% | -4.7% | -11.7% | -16.4% |
| 3M | +2.8% | +32.6% | -29.8% | +1.8% |
| 6M | +17.6% | -10.9% | +28.4% | +17.6% |
| YTD | -3.2% | -28.2% | +25.0% | -2.8% |
| 1Y | +0.4% | -14.9% | +15.3% | +0.4% |
| 3Y | +128.2% | +375.6% | -247.4% | +126.7% |
| All | +128.2% | +367.2% | -239.1% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling