+137.3%
UMC vs INSM
-7.8%
+145.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.7% |
| 7D | +13.6% | +1.7% | +11.9% | +13.5% |
| 30D | +20.8% | -4.4% | +25.2% | +21.2% |
| 3M | +16.1% | +30.0% | -13.9% | +12.9% |
| 6M | +137.3% | -10.0% | +147.3% | +129.2% |
| All | +137.3% | -7.8% | +145.1% | +129.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling