+833.7%
INSM vs RSG
+428.9%
+404.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.3% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -2.2% | +4.0% | -6.1% | -4.0% |
| 3M | +33.8% | +7.4% | +26.4% | +28.9% |
| 6M | -7.2% | +0.1% | -7.3% | -7.8% |
| YTD | -25.6% | +6.0% | -31.7% | -28.5% |
| 1Y | -11.2% | -3.0% | -8.3% | -10.9% |
| 3Y | +388.3% | +56.5% | +331.8% | +263.9% |
| 5Y | +376.6% | +90.9% | +285.7% | +205.2% |
| All | +833.7% | +428.9% | +404.8% | +218.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling