+833.7%
INSM vs UDR
+47.2%
+786.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -3.5% | +5.9% | +4.2% |
| 30D | -2.2% | -5.3% | +3.1% | +0.2% |
| 3M | +33.8% | -9.5% | +43.3% | +39.4% |
| 6M | -7.2% | -0.7% | -6.5% | -7.8% |
| YTD | -25.6% | -1.2% | -24.5% | -26.3% |
| 1Y | -11.2% | -5.7% | -5.5% | -10.1% |
| 3Y | +388.3% | +3.7% | +384.6% | +360.3% |
| 5Y | +376.6% | -18.9% | +395.6% | +410.0% |
| All | +833.7% | +47.2% | +786.5% | +719.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling