+44.3%
UNP vs INSM
+384.7%
-340.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -1.2% | +0.5% | -1.6% | -1.2% |
| 30D | -2.0% | -4.0% | +2.0% | -1.9% |
| 3M | +7.5% | +38.5% | -31.0% | +7.2% |
| 6M | +15.3% | -11.5% | +26.9% | +15.4% |
| YTD | +25.4% | -26.9% | +52.3% | +25.6% |
| 1Y | +35.6% | -12.8% | +48.4% | +35.6% |
| All | +44.3% | +384.7% | -340.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling