+368.8%
INSM vs RCAT
+177.7%
+191.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +0.5% | -5.4% | +5.9% | +0.7% |
| 30D | -4.0% | -24.2% | +20.2% | -2.7% |
| 3M | +38.5% | -25.8% | +64.4% | +40.0% |
| 6M | -11.5% | -44.9% | +33.4% | -9.9% |
| YTD | -26.9% | +1.9% | -28.8% | -28.4% |
| 1Y | -12.8% | -5.2% | -7.6% | -15.3% |
| 3Y | +384.7% | +759.6% | -374.9% | +275.6% |
| 5Y | +368.8% | +187.5% | +181.3% | +281.0% |
| All | +368.8% | +177.7% | +191.1% | +281.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling