+297.2%
INSM vs RRC
+134.0%
+163.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +5.9% | +6.4% | -0.5% | +4.8% |
| 30D | +23.9% | +23.9% | 0.0% | +18.4% |
| 3M | -4.1% | +30.2% | -34.3% | -9.4% |
| 6M | +2.7% | +26.3% | -23.6% | -2.7% |
| YTD | -30.4% | +48.1% | -78.5% | -36.4% |
| 1Y | -36.6% | +37.7% | -74.2% | -41.1% |
| 3Y | +406.9% | +60.3% | +346.7% | +350.9% |
| All | +297.2% | +134.0% | +163.3% | +230.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling