-23.5%
INSM vs RRC
+2,332.8%
-2,356.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +6.5% | +1.3% | +5.2% | +6.2% |
| 30D | +27.5% | +10.1% | +17.4% | +24.9% |
| 3M | +20.4% | +4.0% | +16.4% | +19.1% |
| 6M | -15.7% | +1.6% | -17.3% | -16.4% |
| YTD | -27.4% | +19.7% | -47.1% | -30.7% |
| 1Y | -11.4% | +21.4% | -32.8% | -16.0% |
| 3Y | +457.8% | +29.7% | +428.2% | +413.0% |
| 5Y | +343.0% | +153.9% | +189.1% | +230.9% |
| 10Y | +848.1% | +10.8% | +837.3% | +598.4% |
| All | -23.5% | +2,332.8% | -2,356.3% | -73.2% |
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