-24.3%
INSM vs ROK
+4,684.5%
-4,708.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +2.8% | +2.8% | 0.0% | +1.8% |
| 30D | -4.7% | -2.4% | -2.3% | -4.0% |
| 3M | +32.6% | -4.7% | +37.3% | +34.0% |
| 6M | -10.9% | +16.8% | -27.6% | -16.4% |
| YTD | -28.2% | +11.4% | -39.6% | -31.9% |
| 1Y | -14.9% | +26.2% | -41.0% | -23.0% |
| 3Y | +375.6% | +51.9% | +323.7% | +286.6% |
| 5Y | +349.1% | +46.4% | +302.7% | +262.4% |
| 10Y | +796.6% | +343.5% | +453.0% | +398.7% |
| All | -24.3% | +4,684.5% | -4,708.9% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling