-23.5%
INSM vs RL
+3,279.4%
-3,302.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.9% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | +27.5% | -7.8% | +35.3% | +30.7% |
| 3M | +20.4% | -4.0% | +24.4% | +21.8% |
| 6M | -15.7% | -1.9% | -13.9% | -15.5% |
| YTD | -27.4% | -0.2% | -27.3% | -27.7% |
| 1Y | -11.4% | +10.7% | -22.1% | -14.5% |
| 3Y | +457.8% | +210.8% | +247.1% | +294.9% |
| 5Y | +343.0% | +238.2% | +104.7% | +200.0% |
| 10Y | +848.1% | +313.4% | +534.7% | +490.8% |
| All | -23.5% | +3,279.4% | -3,302.9% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling