-26.6%
INSM vs RBA
+3,282.1%
-3,308.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | +5.9% | +1.7% | +4.2% | +5.5% |
| 30D | +23.9% | +8.3% | +15.6% | +21.6% |
| 3M | -4.1% | +10.5% | -14.6% | -6.5% |
| 6M | +2.7% | -5.9% | +8.6% | +3.0% |
| YTD | -30.4% | -6.9% | -23.5% | -30.3% |
| 1Y | -36.6% | -4.9% | -31.7% | -36.8% |
| 3Y | +406.9% | +64.5% | +342.5% | +336.9% |
| 5Y | +280.3% | +46.1% | +234.2% | +231.1% |
| 10Y | +738.5% | +208.2% | +530.2% | +497.1% |
| All | -26.6% | +3,282.1% | -3,308.7% | -59.8% |
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