-11.4%
INSM vs RCAT
-2.3%
-9.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.2% |
| 7D | +6.5% | -1.4% | +8.0% | +6.6% |
| 30D | +27.5% | -3.3% | +30.9% | +27.5% |
| 3M | +20.4% | -43.2% | +63.6% | +22.7% |
| 6M | -15.7% | -43.2% | +27.4% | -14.8% |
| YTD | -27.4% | +5.5% | -33.0% | -27.9% |
| 1Y | -11.4% | -1.6% | -9.7% | -13.6% |
| All | -11.4% | -2.3% | -9.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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