+701.9%
INSM vs URA
+266.3%
+435.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.2% |
| 7D | +5.9% | -1.5% | +7.4% | +6.3% |
| 30D | +23.9% | -10.4% | +34.3% | +28.5% |
| 3M | -4.1% | -29.6% | +25.5% | +8.4% |
| 6M | +2.7% | -40.3% | +43.0% | +22.7% |
| YTD | -30.4% | -25.5% | -4.9% | -25.7% |
| 1Y | -36.6% | -26.4% | -10.1% | -32.5% |
| 3Y | +406.9% | +31.4% | +375.5% | +286.8% |
| 5Y | +280.3% | +28.6% | +251.7% | +180.5% |
| All | +701.9% | +266.3% | +435.6% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling