-21.9%
INSM vs UDR
+1,120.6%
-1,142.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.7% |
| 7D | +1.7% | -3.3% | +5.0% | +2.7% |
| 30D | -4.4% | -5.6% | +1.2% | -2.9% |
| 3M | +30.0% | -9.4% | +39.5% | +33.4% |
| 6M | -10.0% | -3.0% | -7.1% | -9.6% |
| YTD | -26.0% | -0.4% | -25.6% | -26.4% |
| 1Y | -12.5% | -5.1% | -7.4% | -11.9% |
| 3Y | +390.5% | +4.2% | +386.3% | +376.3% |
| 5Y | +357.7% | -19.5% | +377.2% | +378.9% |
| 10Y | +877.2% | +47.9% | +829.3% | +766.8% |
| All | -21.9% | +1,120.6% | -1,142.5% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling