+251.3%
UAL vs INSM
+484.7%
-233.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | +0.7% | +6.5% | -5.8% | +0.1% |
| 30D | -16.1% | +27.5% | -43.6% | -18.4% |
| 3M | +6.1% | +20.4% | -14.2% | +3.7% |
| 6M | +10.8% | -15.7% | +26.6% | +11.3% |
| YTD | -0.4% | -27.4% | +27.0% | +1.2% |
| 1Y | +5.0% | -11.4% | +16.4% | +4.4% |
| 3Y | +124.0% | +457.8% | -333.8% | +78.6% |
| 5Y | +141.0% | +343.0% | -202.0% | +93.6% |
| 10Y | +118.0% | +848.1% | -730.1% | +52.3% |
| All | +251.3% | +484.7% | -233.3% | +88.9% |
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 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