+386.0%
INSM vs RRC
+31.0%
+355.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +1.7% | -1.7% | +3.5% | +2.2% |
| 30D | -4.4% | +3.6% | -8.0% | -5.5% |
| 3M | +30.0% | +8.8% | +21.2% | +26.4% |
| 6M | -10.0% | +0.8% | -10.8% | -10.9% |
| YTD | -26.0% | +19.0% | -45.0% | -30.8% |
| 1Y | -12.5% | +22.9% | -35.4% | -19.7% |
| All | +386.0% | +31.0% | +355.0% | +336.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling