+369.4%
INSM vs UMAC
+508.0%
-138.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.5% | +3.2% |
| 7D | +1.7% | +3.3% | -1.6% | +1.7% |
| 30D | -4.4% | -10.4% | +6.0% | -4.4% |
| 3M | +30.0% | +1.8% | +28.3% | +29.8% |
| 6M | -10.0% | +40.7% | -50.8% | -10.4% |
| YTD | -26.0% | +90.9% | -116.9% | -26.3% |
| 1Y | -12.5% | +151.8% | -164.3% | -12.7% |
| All | +369.4% | +508.0% | -138.6% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling