-11.2%
INSM vs UDR
-3.8%
-7.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +2.5% | -3.5% | +5.9% | +2.2% |
| 30D | -2.2% | -5.3% | +3.1% | -2.5% |
| 3M | +33.8% | -9.5% | +43.3% | +32.9% |
| 6M | -7.2% | -0.7% | -6.5% | -9.0% |
| YTD | -25.6% | -1.2% | -24.5% | -27.2% |
| 1Y | -11.2% | -5.7% | -5.5% | -11.5% |
| All | -11.2% | -3.8% | -7.5% | -11.5% |
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