+368.8%
INSM vs RRC
+150.0%
+218.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.5% | -1.2% | +1.6% | +0.7% |
| 30D | -4.0% | +3.0% | -7.0% | -4.5% |
| 3M | +38.5% | +7.3% | +31.2% | +36.5% |
| 6M | -11.5% | +3.6% | -15.1% | -12.5% |
| YTD | -26.9% | +19.4% | -46.2% | -29.7% |
| 1Y | -12.8% | +21.4% | -34.2% | -16.6% |
| 3Y | +384.7% | +32.8% | +351.9% | +352.8% |
| 5Y | +368.8% | +152.0% | +216.8% | +295.5% |
| All | +368.8% | +150.0% | +218.8% | +295.5% |
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