+357.7%
INSM vs RVTY
-34.2%
+391.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +3.8% |
| 7D | +1.7% | -5.4% | +7.1% | +3.2% |
| 30D | -4.4% | +6.7% | -11.2% | -6.3% |
| 3M | +30.0% | +19.0% | +11.0% | +23.3% |
| 6M | -10.0% | +34.6% | -44.7% | -18.1% |
| YTD | -26.0% | +28.3% | -54.3% | -32.1% |
| 1Y | -12.5% | +46.0% | -58.5% | -23.6% |
| 3Y | +390.5% | +16.9% | +373.6% | +343.6% |
| 5Y | +357.7% | -32.9% | +390.6% | +411.9% |
| All | +357.7% | -34.2% | +391.9% | +411.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling