+246.3%
INSM vs UPST
+7.9%
+238.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.5% | -3.5% | +10.1% | +6.9% |
| 30D | +27.5% | -7.1% | +34.7% | +28.3% |
| 3M | +20.4% | -13.1% | +33.4% | +21.7% |
| 6M | -15.7% | -1.1% | -14.6% | -16.4% |
| YTD | -27.4% | -35.9% | +8.4% | -25.3% |
| 1Y | -11.4% | -57.4% | +46.0% | -5.6% |
| 3Y | +457.8% | -14.9% | +472.7% | +409.8% |
| 5Y | +343.0% | -88.7% | +431.6% | +315.5% |
| All | +246.3% | +7.9% | +238.4% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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