+388.3%
INSM vs RMBS
+55.3%
+333.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +2.5% | +1.8% | +0.7% | +2.3% |
| 30D | -2.2% | -13.9% | +11.7% | -0.8% |
| 3M | +33.8% | -39.8% | +73.6% | +40.0% |
| 6M | -7.2% | -6.0% | -1.2% | -8.3% |
| YTD | -25.6% | -5.4% | -20.3% | -27.6% |
| 1Y | -11.2% | -1.8% | -9.4% | -15.2% |
| 3Y | +388.3% | +53.7% | +334.7% | +322.7% |
| All | +388.3% | +55.3% | +333.0% | +322.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling