+406.9%
INSM vs ROP
-5.1%
+412.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | +5.9% | +0.7% | +5.2% | +5.9% |
| 30D | +23.9% | +28.8% | -4.9% | +24.2% |
| 3M | -4.1% | +21.1% | -25.1% | -3.8% |
| 6M | +2.7% | +52.5% | -49.8% | +2.8% |
| YTD | -30.4% | +8.9% | -39.3% | -28.8% |
| 1Y | -36.6% | +8.2% | -44.8% | -35.1% |
| 3Y | +406.9% | -5.2% | +412.1% | +469.0% |
| All | +406.9% | -5.1% | +412.0% | +469.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling