+368.8%
INSM vs UEC
+273.6%
+95.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.0% | +3.8% | -0.2% |
| 7D | +0.5% | -4.3% | +4.7% | +1.3% |
| 30D | -4.0% | -3.8% | -0.2% | -3.7% |
| 3M | +38.5% | +17.0% | +21.5% | +32.9% |
| 6M | -11.5% | -23.9% | +12.4% | -9.3% |
| YTD | -26.9% | -5.7% | -21.2% | -29.2% |
| 1Y | -12.8% | -12.5% | -0.2% | -16.2% |
| 3Y | +384.7% | +136.5% | +248.2% | +237.1% |
| 5Y | +368.8% | +243.3% | +125.5% | +168.5% |
| All | +368.8% | +273.6% | +95.2% | +168.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling