+220.9%
INSM vs ROIV
+232.7%
-11.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +6.5% | +0.6% | +5.9% | +6.4% |
| 30D | +27.5% | +1.0% | +26.6% | +27.2% |
| 3M | +20.4% | +18.3% | +2.1% | +15.9% |
| 6M | -15.7% | +18.3% | -34.1% | -19.0% |
| YTD | -27.4% | +61.0% | -88.4% | -35.3% |
| 1Y | -11.4% | +177.9% | -189.3% | -29.7% |
| 3Y | +457.8% | +199.1% | +258.8% | +328.3% |
| 5Y | +343.0% | +250.7% | +92.3% | +172.6% |
| All | +220.9% | +232.7% | -11.7% | +100.1% |
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