+357.7%
INSM vs URA
+132.7%
+225.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.5% | +3.6% |
| 7D | +1.7% | +5.7% | -4.0% | -0.2% |
| 30D | -4.4% | +5.6% | -10.0% | -6.3% |
| 3M | +30.0% | +6.2% | +23.8% | +26.6% |
| 6M | -10.0% | -8.2% | -1.8% | -8.7% |
| YTD | -26.0% | +9.7% | -35.7% | -30.5% |
| 1Y | -12.5% | +17.0% | -29.5% | -21.6% |
| 3Y | +390.5% | +118.5% | +272.0% | +218.6% |
| 5Y | +357.7% | +134.3% | +223.4% | +177.0% |
| All | +357.7% | +132.7% | +225.0% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling