+388.3%
INSM vs RRX
+5.4%
+383.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.2% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | -2.2% | -6.1% | +4.0% | -1.5% |
| 3M | +33.8% | -23.1% | +56.8% | +37.1% |
| 6M | -7.2% | -19.5% | +12.4% | -4.7% |
| YTD | -25.6% | +16.1% | -41.7% | -25.8% |
| 1Y | -11.2% | +12.9% | -24.2% | -11.5% |
| 3Y | +388.3% | +7.9% | +380.4% | +375.3% |
| All | +388.3% | +5.4% | +383.0% | +375.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling