+833.7%
INSM vs RGEN
+415.7%
+418.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.5% | -1.4% | +3.9% | +3.0% |
| 30D | -2.2% | -0.3% | -1.9% | -2.3% |
| 3M | +33.8% | +23.9% | +9.9% | +22.2% |
| 6M | -7.2% | +38.5% | -45.7% | -19.6% |
| YTD | -25.6% | +0.8% | -26.4% | -27.9% |
| 1Y | -11.2% | +38.2% | -49.4% | -24.7% |
| 3Y | +388.3% | +1.3% | +387.0% | +320.8% |
| 5Y | +376.6% | -44.0% | +420.7% | +396.1% |
| All | +833.7% | +415.7% | +418.0% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling