+744.6%
INSM vs RNG
+305.9%
+438.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +1.7% | -4.1% | +5.8% | +2.7% |
| 30D | -4.4% | +8.6% | -13.1% | -6.7% |
| 3M | +30.0% | +78.0% | -47.9% | +9.6% |
| 6M | -10.0% | +67.0% | -77.0% | -24.5% |
| YTD | -26.0% | +142.4% | -168.4% | -45.5% |
| 1Y | -12.5% | +120.4% | -132.9% | -34.4% |
| 3Y | +390.5% | +122.1% | +268.4% | +240.7% |
| 5Y | +357.7% | -69.8% | +427.6% | +451.3% |
| 10Y | +877.2% | +223.4% | +653.8% | +303.6% |
| All | +744.6% | +305.9% | +438.7% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling