-26.6%
INSM vs RRC
+2,909.4%
-2,935.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +5.9% | +6.4% | -0.5% | +4.5% |
| 30D | +23.9% | +23.9% | 0.0% | +17.6% |
| 3M | -4.1% | +30.2% | -34.3% | -10.2% |
| 6M | +2.7% | +26.3% | -23.6% | -3.5% |
| YTD | -30.4% | +48.1% | -78.5% | -37.0% |
| 1Y | -36.6% | +37.7% | -74.2% | -41.7% |
| 3Y | +406.9% | +60.3% | +346.7% | +343.1% |
| 5Y | +280.3% | +135.3% | +145.0% | +189.3% |
| 10Y | +738.5% | +73.3% | +665.1% | +458.6% |
| All | -26.6% | +2,909.4% | -2,935.9% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling