+1,630.0%
INSM vs URA
-31.1%
+1,661.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +6.5% | +1.1% | +5.5% | +6.1% |
| 30D | +27.5% | +7.4% | +20.1% | +23.8% |
| 3M | +20.4% | -8.4% | +28.8% | +23.5% |
| 6M | -15.7% | -12.7% | -3.0% | -12.7% |
| YTD | -27.4% | +7.8% | -35.2% | -32.0% |
| 1Y | -11.4% | +19.5% | -30.8% | -22.1% |
| 3Y | +457.8% | +116.4% | +341.4% | +261.5% |
| 5Y | +343.0% | +134.3% | +208.7% | +165.1% |
| 10Y | +848.1% | +359.3% | +488.9% | +293.8% |
| All | +1,630.0% | -31.1% | +1,661.1% | +1,144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling