+380.3%
INSM vs UL
+19.9%
+360.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.5% | -4.1% | +4.5% | +0.8% |
| 30D | -4.0% | -1.2% | -2.8% | -3.9% |
| 3M | +38.5% | +6.0% | +32.5% | +37.1% |
| 6M | -11.5% | -5.5% | -6.0% | -10.4% |
| YTD | -26.9% | -3.3% | -23.5% | -26.1% |
| 1Y | -12.8% | -9.8% | -3.0% | -11.0% |
| All | +380.3% | +19.9% | +360.4% | +375.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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