-11.4%
INSM vs URI
+7.3%
-18.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +6.5% | -2.0% | +8.5% | +6.7% |
| 30D | +27.5% | -12.9% | +40.5% | +29.0% |
| 3M | +20.4% | -6.7% | +27.1% | +21.0% |
| 6M | -15.7% | +19.0% | -34.7% | -16.3% |
| YTD | -27.4% | +25.5% | -53.0% | -27.6% |
| 1Y | -11.4% | +5.5% | -16.9% | -10.1% |
| All | -11.4% | +7.3% | -18.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling