-12.8%
INSM vs RL
+9.4%
-22.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.5% | -2.2% | +2.7% | +1.2% |
| 30D | -4.0% | -15.3% | +11.4% | +2.5% |
| 3M | +38.5% | -10.3% | +48.9% | +44.5% |
| 6M | -11.5% | -2.2% | -9.3% | -9.5% |
| YTD | -26.9% | -4.3% | -22.6% | -24.7% |
| 1Y | -12.8% | +8.9% | -21.6% | -14.5% |
| All | -12.8% | +9.4% | -22.1% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling