+818.3%
INSM vs RBA
+195.3%
+623.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.5% | -3.3% | +3.8% | +1.5% |
| 30D | -4.0% | -9.8% | +5.8% | -1.1% |
| 3M | +38.5% | -23.5% | +62.0% | +48.3% |
| 6M | -11.5% | -21.5% | +10.0% | -6.0% |
| YTD | -26.9% | -21.2% | -5.7% | -23.0% |
| 1Y | -12.8% | -30.2% | +17.4% | -4.5% |
| 3Y | +384.7% | +25.3% | +359.4% | +324.8% |
| 5Y | +368.8% | +35.1% | +333.7% | +287.0% |
| All | +818.3% | +195.3% | +623.1% | +390.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling