+701.9%
INSM vs RVTY
+211.6%
+490.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.3% |
| 7D | +5.9% | -0.5% | +6.4% | +6.1% |
| 30D | +23.9% | +1.5% | +22.4% | +22.3% |
| 3M | -4.1% | +31.5% | -35.5% | -16.6% |
| 6M | +2.7% | +62.7% | -60.0% | -19.7% |
| YTD | -30.4% | +60.0% | -90.4% | -46.3% |
| 1Y | -36.6% | +65.7% | -102.3% | -52.1% |
| 3Y | +406.9% | +85.2% | +321.7% | +232.3% |
| 5Y | +280.3% | -14.9% | +295.2% | +286.1% |
| All | +701.9% | +211.6% | +490.3% | +168.7% |
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