-26.6%
INSM vs RL
+3,627.7%
-3,654.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | +5.9% | +2.6% | +3.3% | +5.1% |
| 30D | +23.9% | +2.9% | +21.0% | +22.8% |
| 3M | -4.1% | 0.0% | -4.1% | -4.4% |
| 6M | +2.7% | +17.1% | -14.4% | -2.2% |
| YTD | -30.4% | +10.1% | -40.5% | -32.7% |
| 1Y | -36.6% | +17.3% | -53.9% | -39.8% |
| 3Y | +406.9% | +249.3% | +157.6% | +247.1% |
| 5Y | +280.3% | +240.9% | +39.4% | +157.3% |
| 10Y | +738.5% | +337.3% | +401.2% | +411.4% |
| All | -26.6% | +3,627.7% | -3,654.3% | -73.2% |
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