+207.2%
UMC vs INSM
-11.6%
+218.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.6% |
| 7D | +5.0% | +6.5% | -1.6% | +4.2% |
| 30D | +7.7% | +27.5% | -19.9% | +4.2% |
| 3M | +1.7% | +20.4% | -18.7% | -0.9% |
| 6M | +113.9% | -15.7% | +129.7% | +114.2% |
| YTD | +168.9% | -27.4% | +196.3% | +173.8% |
| 1Y | +207.2% | -11.4% | +218.6% | +220.5% |
| All | +207.2% | -11.6% | +218.8% | +220.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling