+368.8%
INSM vs UTHR
+138.8%
+230.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.5% | +2.8% | -2.3% | -0.2% |
| 30D | -4.0% | -2.3% | -1.7% | -3.5% |
| 3M | +38.5% | -7.4% | +45.9% | +41.1% |
| 6M | -11.5% | -6.0% | -5.6% | -9.8% |
| YTD | -26.9% | +3.4% | -30.3% | -27.0% |
| 1Y | -12.8% | +27.1% | -39.9% | -16.4% |
| 3Y | +384.7% | +123.8% | +260.9% | +285.1% |
| 5Y | +368.8% | +139.6% | +229.2% | +257.2% |
| All | +368.8% | +138.8% | +230.1% | +257.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling