+833.7%
INSM vs RRX
+228.4%
+605.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | -2.2% | -6.1% | +4.0% | -0.1% |
| 3M | +33.8% | -23.1% | +56.8% | +43.5% |
| 6M | -7.2% | -19.5% | +12.4% | -1.9% |
| YTD | -25.6% | +16.1% | -41.7% | -32.5% |
| 1Y | -11.2% | +12.9% | -24.2% | -19.5% |
| 3Y | +388.3% | +7.9% | +380.4% | +316.1% |
| 5Y | +376.6% | +19.1% | +357.5% | +272.5% |
| All | +833.7% | +228.4% | +605.3% | +293.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling