-23.5%
INSM vs RVTY
+513.0%
-536.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | +27.5% | +13.2% | +14.3% | +22.6% |
| 3M | +20.4% | +27.2% | -6.9% | +11.4% |
| 6M | -15.7% | +32.4% | -48.1% | -23.5% |
| YTD | -27.4% | +34.9% | -62.3% | -34.9% |
| 1Y | -11.4% | +52.4% | -63.8% | -24.0% |
| 3Y | +457.8% | +12.3% | +445.5% | +410.2% |
| 5Y | +343.0% | -30.8% | +373.8% | +365.7% |
| 10Y | +848.1% | +150.7% | +697.4% | +591.2% |
| All | -23.5% | +513.0% | -536.5% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling