-11.4%
INSM vs UDR
-1.4%
-10.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.5% | -2.0% | +8.5% | +6.4% |
| 30D | +27.5% | -5.2% | +32.7% | +27.3% |
| 3M | +20.4% | -5.8% | +26.2% | +19.8% |
| 6M | -15.7% | -1.7% | -14.0% | -17.4% |
| YTD | -27.4% | +2.4% | -29.8% | -28.8% |
| 1Y | -11.4% | -2.1% | -9.3% | -12.1% |
| All | -11.4% | -1.4% | -10.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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