+265.9%
UMC vs INSM
-9.9%
+275.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | +11.4% | +0.5% | +10.9% | +11.4% |
| 30D | +16.8% | -4.0% | +20.8% | +17.0% |
| 3M | +19.1% | +38.5% | -19.4% | +16.5% |
| 6M | +137.4% | -11.5% | +149.0% | +137.5% |
| YTD | +186.4% | -26.9% | +213.2% | +189.5% |
| 1Y | +229.1% | -12.8% | +241.9% | +228.6% |
| 3Y | +257.9% | +384.7% | -126.8% | +214.6% |
| 5Y | +137.5% | +368.8% | -231.3% | +107.0% |
| 10Y | +1,808.2% | +865.7% | +942.5% | +1,429.5% |
| All | +265.9% | -9.9% | +275.8% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling