+380.9%
INSM vs URI
+125.3%
+255.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +6.5% | -2.0% | +8.5% | +6.9% |
| 30D | +27.5% | -12.9% | +40.5% | +30.3% |
| 3M | +20.4% | -6.7% | +27.1% | +21.5% |
| 6M | -15.7% | +19.0% | -34.7% | -18.3% |
| YTD | -27.4% | +25.5% | -53.0% | -30.7% |
| 1Y | -11.4% | +5.5% | -16.9% | -12.6% |
| All | +380.9% | +125.3% | +255.6% | +281.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling