-26.6%
INSM vs ROP
+3,108.5%
-3,135.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +5.9% | +0.7% | +5.2% | +5.6% |
| 30D | +23.9% | +28.8% | -4.9% | +12.2% |
| 3M | -4.1% | +21.1% | -25.1% | -11.5% |
| 6M | +2.7% | +52.5% | -49.8% | -14.2% |
| YTD | -30.4% | +8.9% | -39.3% | -34.2% |
| 1Y | -36.6% | +8.2% | -44.8% | -39.9% |
| 3Y | +406.9% | -5.2% | +412.1% | +399.1% |
| 5Y | +280.3% | +1.7% | +278.6% | +261.5% |
| 10Y | +738.5% | +185.4% | +553.1% | +444.8% |
| All | -26.6% | +3,108.5% | -3,135.0% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling