+367.9%
INSM vs RMBS
+265.4%
+102.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +2.5% | +1.8% | +0.7% | +2.2% |
| 30D | -2.2% | -13.9% | +11.7% | 0.0% |
| 3M | +33.8% | -39.8% | +73.6% | +43.4% |
| 6M | -7.2% | -6.0% | -1.2% | -9.4% |
| YTD | -25.6% | -5.4% | -20.3% | -28.9% |
| 1Y | -11.2% | -1.8% | -9.4% | -17.5% |
| 3Y | +388.3% | +53.7% | +334.7% | +275.1% |
| All | +367.9% | +265.4% | +102.4% | +125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling