+315.7%
INSM vs RVMD
+620.8%
-305.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | +0.5% | -3.6% | +4.0% | +1.6% |
| 30D | -4.0% | -1.1% | -2.9% | -3.8% |
| 3M | +38.5% | +41.0% | -2.5% | +24.2% |
| 6M | -11.5% | +105.7% | -117.2% | -31.3% |
| YTD | -26.9% | +155.3% | -182.2% | -48.6% |
| 1Y | -12.8% | +402.7% | -415.5% | -51.6% |
| 3Y | +384.7% | +533.1% | -148.4% | +127.9% |
| 5Y | +368.8% | +583.5% | -214.7% | +92.1% |
| All | +315.7% | +620.8% | -305.2% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling