+388.3%
INSM vs RVMD
+537.4%
-149.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -3.0% | +5.4% | +3.0% |
| 30D | -2.2% | -0.7% | -1.4% | -2.1% |
| 3M | +33.8% | +36.5% | -2.7% | +26.1% |
| 6M | -7.2% | +104.6% | -111.8% | -18.9% |
| YTD | -25.6% | +155.8% | -181.5% | -39.1% |
| 1Y | -11.2% | +340.7% | -351.9% | -36.0% |
| 3Y | +388.3% | +519.9% | -131.6% | +256.3% |
| All | +388.3% | +537.4% | -149.0% | +256.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling