+419.3%
INSM vs RBRK
+124.5%
+294.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +1.7% |
| 7D | +2.5% | -7.5% | +10.0% | +2.5% |
| 30D | -2.2% | -10.4% | +8.3% | -2.1% |
| 3M | +33.8% | +21.3% | +12.5% | +33.7% |
| 6M | -7.2% | +50.6% | -57.8% | -7.4% |
| YTD | -25.6% | +13.3% | -38.9% | -25.2% |
| 1Y | -11.2% | +11.2% | -22.5% | -10.8% |
| All | +419.3% | +124.5% | +294.8% | +456.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling