+386.0%
INSM vs RL
+198.9%
+187.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.5% | +4.5% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -4.4% | -17.5% | +13.1% | +3.2% |
| 3M | +30.0% | -14.0% | +44.0% | +38.0% |
| 6M | -10.0% | -2.0% | -8.0% | -9.3% |
| YTD | -26.0% | -4.6% | -21.4% | -24.9% |
| 1Y | -12.5% | +9.5% | -22.0% | -16.4% |
| All | +386.0% | +198.9% | +187.1% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling