-24.3%
INSM vs RGEN
+3,543.9%
-3,568.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -4.7% | +2.8% | -7.6% | -5.3% |
| 3M | +32.6% | +34.5% | -1.8% | +24.5% |
| 6M | -10.9% | +40.5% | -51.3% | -17.6% |
| YTD | -28.2% | +2.8% | -31.1% | -29.6% |
| 1Y | -14.9% | +39.6% | -54.5% | -21.8% |
| 3Y | +375.6% | +4.4% | +371.2% | +343.3% |
| 5Y | +349.1% | -42.8% | +391.8% | +356.6% |
| 10Y | +796.6% | +406.7% | +389.8% | +524.3% |
| All | -24.3% | +3,543.9% | -3,568.2% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling