-11.2%
INSM vs RNG
+128.1%
-139.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.7% |
| 7D | +2.5% | -6.1% | +8.6% | +2.5% |
| 30D | -2.2% | +9.6% | -11.8% | -2.1% |
| 3M | +33.8% | +83.3% | -49.5% | +33.8% |
| 6M | -7.2% | +77.9% | -85.1% | -7.4% |
| YTD | -25.6% | +139.9% | -165.6% | -26.1% |
| 1Y | -11.2% | +121.7% | -132.9% | -11.8% |
| All | -11.2% | +128.1% | -139.3% | -11.8% |
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