+267.2%
INSM vs RCAT
-100.0%
+367.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.6% |
| 7D | +5.9% | -5.9% | +11.8% | +5.9% |
| 30D | +23.9% | -19.7% | +43.6% | +23.9% |
| 3M | -4.1% | -62.9% | +58.8% | -4.1% |
| 6M | +2.7% | -59.6% | +62.3% | +2.7% |
| YTD | -30.4% | -52.1% | +21.7% | -30.4% |
| 1Y | -36.6% | -50.9% | +14.4% | -36.5% |
| 3Y | +406.9% | +333.8% | +73.2% | +407.7% |
| 5Y | +280.3% | +40.7% | +239.5% | +280.7% |
| 10Y | +738.5% | -99.8% | +838.2% | +766.9% |
| All | +267.2% | -100.0% | +367.2% | +532.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling