-26.6%
INSM vs UL
+880.0%
-906.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.2% |
| 7D | +5.9% | +1.1% | +4.8% | +5.5% |
| 30D | +23.9% | +4.5% | +19.4% | +21.8% |
| 3M | -4.1% | +6.5% | -10.6% | -6.5% |
| 6M | +2.7% | +18.2% | -15.5% | -4.4% |
| YTD | -30.4% | +4.7% | -35.1% | -32.4% |
| 1Y | -36.6% | +0.8% | -37.3% | -37.6% |
| 3Y | +406.9% | +35.9% | +371.1% | +339.6% |
| 5Y | +280.3% | +33.4% | +246.9% | +227.4% |
| 10Y | +738.5% | +106.9% | +631.6% | +497.3% |
| All | -26.6% | +880.0% | -906.5% | -65.1% |
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