-39.8%
INSM vs UMAC
+2.9%
-42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.9% | +16.2% | +5.6% |
| 7D | +13.4% | -26.0% | +39.5% | +14.4% |
| 30D | +5.9% | -40.3% | +46.3% | +7.6% |
| 3M | +11.4% | -51.1% | +62.5% | +13.5% |
| 6M | -21.4% | -5.6% | -15.8% | -23.7% |
| YTD | -36.8% | +2.3% | -39.1% | -39.1% |
| 1Y | -39.8% | +7.9% | -47.7% | -42.4% |
| All | -39.8% | +2.9% | -42.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling