+32.6%
UNP vs INSM
-11.6%
+44.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | +6.5% | -11.9% | -5.4% |
| 30D | -1.5% | +27.5% | -29.1% | -1.8% |
| 3M | +10.3% | +20.4% | -10.1% | +9.9% |
| 6M | +9.7% | -15.7% | +25.4% | +10.3% |
| YTD | +27.1% | -27.4% | +54.5% | +27.9% |
| 1Y | +32.6% | -11.4% | +44.0% | +35.6% |
| All | +32.6% | -11.6% | +44.2% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling