+388.3%
INSM vs UEC
+122.3%
+266.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.8% | +2.3% |
| 7D | +2.5% | -9.4% | +11.9% | +3.6% |
| 30D | -2.2% | -8.0% | +5.8% | -1.5% |
| 3M | +33.8% | -1.7% | +35.5% | +33.2% |
| 6M | -7.2% | -26.1% | +19.0% | -5.3% |
| YTD | -25.6% | -10.5% | -15.1% | -26.4% |
| 1Y | -11.2% | -13.3% | +2.0% | -13.0% |
| 3Y | +388.3% | +116.4% | +272.0% | +318.7% |
| All | +388.3% | +122.3% | +266.0% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling