-26.8%
INSM vs URI
+7,326.4%
-7,353.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.2% | -3.1% | 0.0% |
| 7D | +9.8% | +2.6% | +7.2% | +8.9% |
| 30D | +22.5% | +9.1% | +13.4% | +19.6% |
| 3M | -8.9% | +1.0% | -9.9% | -9.5% |
| 6M | +16.2% | +23.3% | -7.1% | +9.3% |
| YTD | -30.6% | +43.3% | -73.9% | -38.1% |
| 1Y | -37.7% | +35.9% | -73.6% | -43.7% |
| 3Y | +408.4% | +158.6% | +249.8% | +278.0% |
| 5Y | +279.6% | +213.1% | +66.5% | +163.3% |
| 10Y | +735.6% | +1,213.1% | -477.4% | +293.6% |
| All | -26.8% | +7,326.4% | -7,353.2% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling