-11.4%
INSM vs RNG
+144.7%
-156.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | +6.5% | +5.8% | +0.8% | +6.5% |
| 30D | +27.5% | +19.6% | +7.9% | +27.6% |
| 3M | +20.4% | +67.0% | -46.7% | +20.5% |
| 6M | -15.7% | +88.4% | -104.1% | -16.1% |
| YTD | -27.4% | +155.5% | -182.9% | -28.2% |
| 1Y | -11.4% | +141.7% | -153.1% | -12.0% |
| All | -11.4% | +144.7% | -156.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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