+5,304.9%
UNH vs INSM
-19.5%
+5,324.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.1% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | -3.8% | -4.4% | +0.6% | -3.7% |
| 3M | -4.3% | +30.0% | -34.3% | -5.5% |
| 6M | +38.6% | -10.0% | +48.6% | +38.5% |
| YTD | +20.7% | -26.0% | +46.7% | +21.3% |
| 1Y | +16.0% | -12.5% | +28.5% | +15.7% |
| 3Y | -13.5% | +390.5% | -404.0% | -21.1% |
| 5Y | +3.5% | +357.7% | -354.2% | -6.4% |
| 10Y | +245.3% | +877.2% | -631.9% | +192.8% |
| All | +5,304.9% | -19.5% | +5,324.4% | +4,096.4% |
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