+833.7%
INSM vs UTHR
+313.7%
+520.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | +2.5% | +1.9% | +0.5% | +1.6% |
| 30D | -2.2% | -2.9% | +0.7% | -1.1% |
| 3M | +33.8% | -8.9% | +42.7% | +39.2% |
| 6M | -7.2% | -8.7% | +1.6% | -3.0% |
| YTD | -25.6% | +2.0% | -27.7% | -26.7% |
| 1Y | -11.2% | +22.8% | -34.0% | -19.3% |
| 3Y | +388.3% | +120.6% | +267.7% | +208.7% |
| 5Y | +376.6% | +136.4% | +240.2% | +178.1% |
| All | +833.7% | +313.7% | +520.0% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 10y: compounded portfolio wealth divided by compounded UTHR 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…
10y analysis · Full analysis span regression · 6 months rolling