+322.6%
INSM vs RVMD
+622.3%
-299.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -3.0% | +5.4% | +3.4% |
| 30D | -2.2% | -0.7% | -1.4% | -2.0% |
| 3M | +33.8% | +36.5% | -2.7% | +21.1% |
| 6M | -7.2% | +104.6% | -111.8% | -27.8% |
| YTD | -25.6% | +155.8% | -181.5% | -47.7% |
| 1Y | -11.2% | +340.7% | -351.9% | -48.3% |
| 3Y | +388.3% | +519.9% | -131.6% | +131.5% |
| 5Y | +376.6% | +584.9% | -208.3% | +95.2% |
| All | +322.6% | +622.3% | -299.7% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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