+367.9%
INSM vs ULTA
+44.7%
+323.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.2% |
| 7D | +2.5% | -3.1% | +5.5% | +3.2% |
| 30D | -2.2% | +2.8% | -5.0% | -2.9% |
| 3M | +33.8% | +14.8% | +19.0% | +28.7% |
| 6M | -7.2% | -16.2% | +9.1% | -3.7% |
| YTD | -25.6% | -9.6% | -16.0% | -24.5% |
| 1Y | -11.2% | +4.8% | -16.0% | -14.1% |
| 3Y | +388.3% | +30.7% | +357.6% | +322.9% |
| All | +367.9% | +44.7% | +323.2% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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