+280.3%
UAL vs INSM
+453.2%
-172.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.1% |
| 7D | +12.5% | +14.4% | -2.0% | +11.1% |
| 30D | +12.2% | +18.8% | -6.6% | +10.4% |
| 3M | -2.6% | -11.3% | +8.7% | -1.7% |
| 6M | +21.1% | +17.9% | +3.2% | +18.3% |
| YTD | +7.8% | -31.3% | +39.2% | +9.9% |
| 1Y | +25.4% | -37.7% | +63.1% | +28.7% |
| 3Y | +217.3% | +403.1% | -185.8% | +155.7% |
| 5Y | +132.9% | +279.3% | -146.5% | +89.8% |
| 10Y | +101.1% | +740.9% | -639.8% | +42.2% |
| All | +280.3% | +453.2% | -172.9% | +105.2% |
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