+375.6%
INSM vs RBA
+29.1%
+346.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.9% |
| 7D | +2.8% | -1.1% | +3.8% | +2.9% |
| 30D | -4.7% | -13.2% | +8.5% | -3.2% |
| 3M | +32.6% | -21.4% | +54.0% | +36.0% |
| 6M | -10.9% | -20.9% | +10.0% | -8.7% |
| YTD | -28.2% | -19.9% | -8.4% | -27.0% |
| 1Y | -14.9% | -28.7% | +13.8% | -11.4% |
| 3Y | +375.6% | +27.4% | +348.2% | +333.2% |
| All | +375.6% | +29.1% | +346.5% | +333.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling