+833.7%
INSM vs ROK
+357.9%
+475.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | +2.5% | -1.2% | +3.7% | +3.1% |
| 30D | -2.2% | -4.8% | +2.6% | +0.1% |
| 3M | +33.8% | -6.1% | +39.9% | +36.2% |
| 6M | -7.2% | +15.5% | -22.6% | -14.9% |
| YTD | -25.6% | +11.2% | -36.8% | -31.0% |
| 1Y | -11.2% | +23.8% | -35.1% | -22.4% |
| 3Y | +388.3% | +53.1% | +335.2% | +256.4% |
| 5Y | +376.6% | +48.3% | +328.4% | +238.8% |
| All | +833.7% | +357.9% | +475.8% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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