+877.2%
INSM vs RY
+372.5%
+504.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.9% |
| 7D | +1.7% | -0.5% | +2.2% | +2.0% |
| 30D | -4.4% | -1.9% | -2.5% | -3.2% |
| 3M | +30.0% | +5.1% | +24.9% | +24.6% |
| 6M | -10.0% | +28.2% | -38.2% | -26.0% |
| YTD | -26.0% | +22.9% | -48.9% | -37.4% |
| 1Y | -12.5% | +45.5% | -58.0% | -35.4% |
| 3Y | +390.5% | +156.7% | +233.8% | +124.0% |
| 5Y | +357.7% | +137.7% | +220.0% | +118.5% |
| 10Y | +877.2% | +375.5% | +501.7% | +186.9% |
| All | +877.2% | +372.5% | +504.7% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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