-37.7%
INSM vs RY
+41.3%
-79.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +14.4% | -0.6% | +15.0% | +14.6% |
| 30D | +18.8% | +6.1% | +12.6% | +17.0% |
| 3M | -11.3% | -3.4% | -8.0% | -11.1% |
| 6M | +17.9% | +12.8% | +5.1% | +14.0% |
| YTD | -31.3% | +21.0% | -52.4% | -36.2% |
| 1Y | -37.7% | +40.5% | -78.2% | -40.6% |
| All | -37.7% | +41.3% | -79.1% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling