-39.8%
INSM vs RRX
+30.0%
-69.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +9.0% | +5.8% |
| 7D | +13.4% | +7.6% | +5.8% | +12.0% |
| 30D | +5.9% | +7.5% | -1.6% | +4.5% |
| 3M | +11.4% | -21.0% | +32.4% | +15.7% |
| 6M | -21.4% | -18.1% | -3.3% | -18.1% |
| YTD | -36.8% | +24.3% | -61.1% | -33.5% |
| 1Y | -39.8% | +29.3% | -69.1% | -37.2% |
| All | -39.8% | +30.0% | -69.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling