-24.3%
INSM vs UL
+833.0%
-857.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | -4.7% | +0.9% | -5.7% | -5.1% |
| 3M | +32.6% | +14.2% | +18.4% | +25.4% |
| 6M | -10.9% | -3.2% | -7.7% | -10.6% |
| YTD | -28.2% | -0.3% | -27.9% | -29.0% |
| 1Y | -14.9% | -8.8% | -6.1% | -13.0% |
| 3Y | +375.6% | +23.9% | +351.7% | +327.8% |
| 5Y | +349.1% | +21.4% | +327.7% | +301.1% |
| 10Y | +796.6% | +66.7% | +729.9% | +593.6% |
| All | -24.3% | +833.0% | -857.3% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling