-22.9%
INSM vs RJF
+4,180.9%
-4,203.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.5% | -4.2% | +4.7% | +1.9% |
| 30D | -4.0% | -3.6% | -0.4% | -2.9% |
| 3M | +38.5% | +15.6% | +22.9% | +31.6% |
| 6M | -11.5% | +17.6% | -29.1% | -16.3% |
| YTD | -26.9% | +9.2% | -36.1% | -29.4% |
| 1Y | -12.8% | +5.5% | -18.3% | -15.1% |
| 3Y | +384.7% | +70.3% | +314.4% | +294.8% |
| 5Y | +368.8% | +106.0% | +262.8% | +255.6% |
| 10Y | +865.7% | +425.1% | +440.6% | +438.5% |
| All | -22.9% | +4,180.9% | -4,203.8% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling