-16.3%
UNH vs INSM
+392.8%
-409.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.3% |
| 7D | -4.5% | +2.5% | -7.0% | -4.5% |
| 30D | -6.5% | -2.2% | -4.4% | -6.5% |
| 3M | -6.0% | +33.8% | -39.8% | -5.6% |
| 6M | +33.7% | -7.2% | +40.8% | +33.8% |
| YTD | +16.4% | -25.6% | +42.0% | +16.3% |
| 1Y | +10.1% | -11.2% | +21.3% | +10.2% |
| 3Y | -16.3% | +388.3% | -404.6% | -14.2% |
| All | -16.3% | +392.8% | -409.1% | -14.2% |
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 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