+818.3%
INSM vs RVTY
+139.0%
+679.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.1% |
| 7D | +0.5% | -7.4% | +7.9% | +4.0% |
| 30D | -4.0% | +4.5% | -8.5% | -6.2% |
| 3M | +38.5% | +19.5% | +19.1% | +26.2% |
| 6M | -11.5% | +34.1% | -45.6% | -24.4% |
| YTD | -26.9% | +25.3% | -52.1% | -36.2% |
| 1Y | -12.8% | +47.0% | -59.8% | -30.9% |
| 3Y | +384.7% | +14.1% | +370.6% | +308.8% |
| 5Y | +368.8% | -34.6% | +403.4% | +443.8% |
| All | +818.3% | +139.0% | +679.3% | +248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling