+262.2%
UMC vs INSM
+392.8%
-130.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.3% |
| 7D | +9.0% | +2.5% | +6.5% | +8.9% |
| 30D | +17.2% | -2.2% | +19.4% | +17.4% |
| 3M | +11.4% | +33.8% | -22.4% | +9.3% |
| 6M | +137.5% | -7.2% | +144.7% | +136.5% |
| YTD | +193.1% | -25.6% | +218.8% | +195.2% |
| 1Y | +240.3% | -11.2% | +251.5% | +239.2% |
| 3Y | +262.2% | +388.3% | -126.1% | +235.9% |
| All | +262.2% | +392.8% | -130.6% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling