+4,367.5%
UNP vs INSM
-21.9%
+4,389.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | -0.7% | +2.8% | -3.5% | -0.9% |
| 30D | -1.1% | -4.7% | +3.6% | -1.0% |
| 3M | +7.9% | +32.6% | -24.8% | +6.4% |
| 6M | +14.6% | -10.9% | +25.5% | +14.6% |
| YTD | +26.6% | -28.2% | +54.8% | +27.5% |
| 1Y | +35.6% | -14.9% | +50.4% | +35.4% |
| 3Y | +45.5% | +375.6% | -330.1% | +32.8% |
| 5Y | +50.0% | +349.1% | -299.1% | +35.8% |
| 10Y | +271.8% | +796.6% | -524.7% | +216.8% |
| All | +4,367.5% | -21.9% | +4,389.4% | +3,349.7% |
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 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