+252.7%
UPS vs INSM
-21.9%
+274.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | -2.1% | +2.8% | -4.9% | -2.2% |
| 30D | -2.3% | -4.7% | +2.4% | -2.2% |
| 3M | -5.2% | +32.6% | -37.8% | -6.2% |
| 6M | +1.4% | -10.9% | +12.3% | +1.3% |
| YTD | +6.1% | -28.2% | +34.4% | +6.7% |
| 1Y | +27.0% | -14.9% | +41.8% | +26.8% |
| 3Y | -25.9% | +375.6% | -401.5% | -31.0% |
| 5Y | -34.6% | +349.1% | -383.7% | -39.4% |
| 10Y | +36.2% | +796.6% | -760.4% | +20.9% |
| All | +252.7% | -21.9% | +274.7% | +198.3% |
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