-23.5%
INSM vs ROP
+2,615.7%
-2,639.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.1% |
| 7D | +6.5% | -4.4% | +11.0% | +8.4% |
| 30D | +27.5% | +3.2% | +24.3% | +25.8% |
| 3M | +20.4% | +23.1% | -2.7% | +10.1% |
| 6M | -15.7% | +13.3% | -29.0% | -20.8% |
| YTD | -27.4% | -7.9% | -19.6% | -26.5% |
| 1Y | -11.4% | -22.1% | +10.7% | -4.4% |
| 3Y | +457.8% | -16.8% | +474.6% | +478.9% |
| 5Y | +343.0% | -13.5% | +356.5% | +350.1% |
| 10Y | +848.1% | +137.7% | +710.4% | +564.1% |
| All | -23.5% | +2,615.7% | -2,639.1% | -76.0% |
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 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