+349.1%
INSM vs URI
+206.8%
+142.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +2.8% | +2.5% | +0.3% | +2.1% |
| 30D | -4.7% | -12.5% | +7.8% | -1.4% |
| 3M | +32.6% | -6.2% | +38.8% | +34.3% |
| 6M | -10.9% | +25.9% | -36.7% | -17.4% |
| YTD | -28.2% | +26.2% | -54.4% | -34.1% |
| 1Y | -14.9% | +5.5% | -20.3% | -17.7% |
| 3Y | +375.6% | +125.0% | +250.6% | +234.8% |
| 5Y | +349.1% | +210.4% | +138.7% | +159.9% |
| All | +349.1% | +206.8% | +142.2% | +159.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling