+72.4%
UBER vs INSM
+356.2%
-283.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.5% |
| 7D | -5.4% | +2.5% | -7.9% | -5.8% |
| 30D | -4.9% | -2.2% | -2.7% | -4.7% |
| 3M | +3.0% | +33.8% | -30.8% | -2.7% |
| 6M | -4.4% | -7.2% | +2.8% | -5.2% |
| YTD | -12.3% | -25.6% | +13.4% | -10.0% |
| 1Y | -24.3% | -11.2% | -13.1% | -25.2% |
| 3Y | +46.4% | +388.3% | -341.9% | -3.6% |
| 5Y | +79.7% | +376.6% | -297.0% | +12.7% |
| All | +72.4% | +356.2% | -283.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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