+360.2%
INSM vs UDR
-20.1%
+380.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | +0.5% | -3.4% | +3.9% | +1.7% |
| 30D | -4.0% | -5.4% | +1.4% | -2.2% |
| 3M | +38.5% | -10.0% | +48.5% | +43.2% |
| 6M | -11.5% | -2.5% | -9.0% | -11.5% |
| YTD | -26.9% | -1.1% | -25.7% | -27.6% |
| 1Y | -12.8% | -3.9% | -8.9% | -12.7% |
| 3Y | +384.7% | +3.4% | +381.2% | +360.8% |
| All | +360.2% | -20.1% | +380.3% | +459.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling