-24.3%
INSM vs UTHR
+1,450.1%
-1,474.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | +2.8% | -2.9% | +5.7% | +3.3% |
| 30D | -4.7% | -7.6% | +2.8% | -3.2% |
| 3M | +32.6% | -8.6% | +41.2% | +35.3% |
| 6M | -10.9% | +4.1% | -15.0% | -11.4% |
| YTD | -28.2% | +2.2% | -30.4% | -28.7% |
| 1Y | -14.9% | +26.2% | -41.0% | -19.1% |
| 3Y | +375.6% | +121.2% | +254.4% | +290.6% |
| 5Y | +349.1% | +136.5% | +212.5% | +260.6% |
| 10Y | +796.6% | +300.1% | +496.4% | +543.9% |
| All | -24.3% | +1,450.1% | -1,474.4% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling