-11.2%
INSM vs UMAC
+129.0%
-140.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.1% | +1.7% |
| 7D | +2.5% | -3.4% | +5.9% | +2.5% |
| 30D | -2.2% | -15.1% | +12.9% | -2.0% |
| 3M | +33.8% | -10.8% | +44.6% | +33.0% |
| 6M | -7.2% | +15.7% | -22.8% | -10.1% |
| YTD | -25.6% | +80.1% | -105.8% | -29.5% |
| 1Y | -11.2% | +116.7% | -127.9% | -18.4% |
| All | -11.2% | +129.0% | -140.3% | -18.4% |
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