-39.8%
INSM vs RMBS
-18.2%
-21.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -6.0% | +11.3% | +5.5% |
| 7D | +13.4% | -8.9% | +22.4% | +13.8% |
| 30D | +5.9% | -24.8% | +30.8% | +7.2% |
| 3M | +11.4% | -17.6% | +28.9% | +12.1% |
| 6M | -21.4% | -25.7% | +4.2% | -19.2% |
| YTD | -36.8% | -9.8% | -27.0% | -36.4% |
| 1Y | -39.8% | -17.4% | -22.5% | -39.6% |
| All | -39.8% | -18.2% | -21.6% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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