-39.8%
INSM vs RVTY
+74.0%
-113.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.5% | +7.8% | +5.5% |
| 7D | +13.4% | -3.6% | +17.0% | +13.9% |
| 30D | +5.9% | +1.4% | +4.6% | +5.7% |
| 3M | +11.4% | +43.2% | -31.8% | +6.0% |
| 6M | -21.4% | +84.5% | -105.9% | -28.3% |
| YTD | -36.8% | +65.2% | -102.0% | -42.7% |
| 1Y | -39.8% | +74.3% | -114.1% | -45.9% |
| All | -39.8% | +74.0% | -113.8% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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