-41.8%
INSM vs RBRK
+46.1%
-87.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.1% | +10.0% | -1.7% |
| 7D | -2.5% | -20.9% | +18.3% | -3.7% |
| 30D | +3.4% | -15.9% | +19.3% | +2.4% |
| 3M | +9.8% | +24.7% | -14.8% | +12.0% |
| 6M | -22.0% | +85.1% | -107.1% | -17.1% |
| YTD | -37.5% | +38.3% | -75.8% | -34.9% |
| 1Y | -41.8% | +46.2% | -88.0% | -39.1% |
| All | -41.8% | +46.1% | -87.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling