+206.9%
INSM vs ROIV
+298.6%
-91.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | +9.8% | +9.5% | +0.3% | +7.5% |
| 30D | +22.5% | +21.0% | +1.5% | +17.3% |
| 3M | -8.9% | +18.7% | -27.6% | -12.9% |
| 6M | +16.2% | +44.5% | -28.3% | +6.2% |
| YTD | -30.6% | +92.9% | -123.5% | -40.9% |
| 1Y | -37.7% | +100.2% | -137.9% | -47.3% |
| 3Y | +408.4% | +375.0% | +33.4% | +258.0% |
| 5Y | +279.6% | +435.2% | -155.6% | +127.7% |
| All | +206.9% | +298.6% | -91.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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