+357.7%
INSM vs RBA
+39.8%
+317.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +3.3% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | -4.4% | -13.0% | +8.6% | -1.5% |
| 3M | +30.0% | -23.1% | +53.2% | +36.9% |
| 6M | -10.0% | -22.6% | +12.6% | -5.4% |
| YTD | -26.0% | -20.4% | -5.6% | -23.3% |
| 1Y | -12.5% | -29.6% | +17.1% | -6.2% |
| 3Y | +390.5% | +26.6% | +363.9% | +334.0% |
| 5Y | +357.7% | +38.2% | +319.5% | +287.2% |
| All | +357.7% | +39.8% | +317.9% | +287.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling