+681.4%
INSM vs RY
+351.8%
+329.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +8.6% | -0.5% | +9.1% | +8.9% |
| 30D | +22.0% | +4.7% | +17.2% | +17.8% |
| 3M | -10.7% | -4.5% | -6.3% | -7.8% |
| 6M | +1.8% | +12.5% | -10.8% | -7.5% |
| YTD | -32.2% | +21.1% | -53.3% | -42.0% |
| 1Y | -39.3% | +38.6% | -77.9% | -53.4% |
| 3Y | +397.1% | +160.2% | +237.0% | +124.9% |
| 5Y | +270.6% | +124.7% | +145.9% | +85.9% |
| All | +681.4% | +351.8% | +329.6% | +143.2% |
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