+833.7%
INSM vs RNG
+222.9%
+610.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +2.5% | -6.1% | +8.6% | +4.0% |
| 30D | -2.2% | +9.6% | -11.8% | -4.5% |
| 3M | +33.8% | +83.3% | -49.5% | +13.7% |
| 6M | -7.2% | +77.9% | -85.1% | -22.1% |
| YTD | -25.6% | +139.9% | -165.6% | -43.7% |
| 1Y | -11.2% | +121.7% | -132.9% | -31.8% |
| 3Y | +388.3% | +121.9% | +266.5% | +249.8% |
| 5Y | +376.6% | -68.4% | +445.0% | +474.4% |
| All | +833.7% | +222.9% | +610.8% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling