+833.7%
INSM vs ROP
+135.6%
+698.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | -4.6% | +7.1% | +4.9% |
| 30D | -2.2% | -1.7% | -0.5% | -1.7% |
| 3M | +33.8% | +17.1% | +16.7% | +21.5% |
| 6M | -7.2% | +10.9% | -18.0% | -13.7% |
| YTD | -25.6% | -12.1% | -13.5% | -21.9% |
| 1Y | -11.2% | -24.2% | +13.0% | +1.4% |
| 3Y | +388.3% | -20.4% | +408.7% | +424.3% |
| 5Y | +376.6% | -15.4% | +392.0% | +379.7% |
| All | +833.7% | +135.6% | +698.1% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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