-34.5%
UPS vs INSM
+352.6%
-387.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | -3.4% | +0.5% | -3.9% | -3.4% |
| 30D | -2.7% | -4.0% | +1.2% | -2.6% |
| 3M | -1.6% | +38.5% | -40.2% | -3.0% |
| 6M | +2.3% | -11.5% | +13.9% | +2.4% |
| YTD | +5.6% | -26.9% | +32.4% | +6.4% |
| 1Y | +27.1% | -12.8% | +39.8% | +26.8% |
| 3Y | -26.3% | +384.7% | -411.0% | -31.9% |
| 5Y | -34.5% | +368.8% | -403.3% | -42.9% |
| All | -34.5% | +352.6% | -387.1% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling