-39.8%
INSM vs RSG
+19.5%
-59.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.1% |
| 7D | +13.4% | +5.1% | +8.3% | +12.2% |
| 30D | +5.9% | +15.3% | -9.4% | +2.9% |
| 3M | +11.4% | +18.6% | -7.2% | +7.5% |
| 6M | -21.4% | +19.5% | -41.0% | -25.3% |
| YTD | -36.8% | +17.2% | -54.0% | -39.7% |
| 1Y | -39.8% | +19.6% | -59.4% | -42.0% |
| All | -39.8% | +19.5% | -59.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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