+833.7%
INSM vs RJF
+429.3%
+404.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -2.7% | +5.2% | +3.8% |
| 30D | -2.2% | -4.3% | +2.1% | -0.3% |
| 3M | +33.8% | +15.7% | +18.1% | +24.4% |
| 6M | -7.2% | +17.8% | -25.0% | -14.2% |
| YTD | -25.6% | +9.2% | -34.8% | -29.4% |
| 1Y | -11.2% | +2.8% | -14.0% | -13.6% |
| 3Y | +388.3% | +69.5% | +318.9% | +258.7% |
| 5Y | +376.6% | +105.9% | +270.7% | +208.3% |
| All | +833.7% | +429.3% | +404.4% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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