+273.4%
UAL vs INSM
+459.0%
-185.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -1.9% |
| 7D | +2.3% | +9.8% | -7.5% | +1.4% |
| 30D | +13.3% | +22.5% | -9.2% | +11.2% |
| 3M | -6.3% | -8.9% | +2.6% | -5.7% |
| 6M | +22.5% | +16.2% | +6.3% | +19.9% |
| YTD | +5.9% | -30.6% | +36.5% | +7.8% |
| 1Y | +24.7% | -37.7% | +62.3% | +28.0% |
| 3Y | +211.6% | +408.4% | -196.8% | +150.8% |
| 5Y | +130.6% | +279.6% | -149.0% | +87.9% |
| 10Y | +96.5% | +735.6% | -639.2% | +38.9% |
| All | +273.4% | +459.0% | -185.6% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling