+277.6%
UNP vs INSM
+884.9%
-607.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -1.8% | +2.5% | -4.3% | -1.9% |
| 30D | -2.7% | -2.2% | -0.6% | -2.6% |
| 3M | +6.5% | +33.8% | -27.3% | +4.5% |
| 6M | +14.4% | -7.2% | +21.5% | +14.0% |
| YTD | +24.8% | -25.6% | +50.5% | +25.9% |
| 1Y | +34.4% | -11.2% | +45.7% | +33.9% |
| 3Y | +43.6% | +388.3% | -344.8% | +25.7% |
| 5Y | +53.2% | +376.6% | -323.4% | +31.7% |
| All | +277.6% | +884.9% | -607.2% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling