-11.2%
INSM vs RRC
+20.8%
-32.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | -2.2% | +2.7% | -4.8% | -2.5% |
| 3M | +33.8% | +8.8% | +25.0% | +32.5% |
| 6M | -7.2% | -1.2% | -6.0% | -7.6% |
| YTD | -25.6% | +17.6% | -43.2% | -27.5% |
| 1Y | -11.2% | +18.4% | -29.7% | -10.0% |
| All | -11.2% | +20.8% | -32.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling