+115.0%
UMC vs INSM
-40.6%
+155.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.6% |
| 7D | -14.7% | +13.4% | -28.1% | -16.0% |
| 30D | -32.9% | +5.9% | -38.8% | -33.3% |
| 3M | -22.2% | +11.4% | -33.5% | -23.5% |
| 6M | +25.9% | -21.4% | +47.3% | +28.0% |
| YTD | +107.9% | -36.8% | +144.7% | +118.3% |
| 1Y | +115.0% | -39.8% | +154.8% | +119.5% |
| All | +115.0% | -40.6% | +155.7% | +119.5% |
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