-23.5%
INSM vs RBA
+2,869.4%
-2,892.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | -2.9% | +9.5% | +7.3% |
| 30D | +27.5% | -12.3% | +39.8% | +31.1% |
| 3M | +20.4% | -20.5% | +40.9% | +25.9% |
| 6M | -15.7% | -18.5% | +2.8% | -12.4% |
| YTD | -27.4% | -18.2% | -9.2% | -25.0% |
| 1Y | -11.4% | -27.5% | +16.1% | -5.8% |
| 3Y | +457.8% | +38.1% | +419.7% | +400.8% |
| 5Y | +343.0% | +44.8% | +298.2% | +286.1% |
| 10Y | +848.1% | +187.1% | +661.0% | +589.3% |
| All | -23.5% | +2,869.4% | -2,892.9% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling