+403.1%
INSM vs RY
+160.5%
+242.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +14.4% | -0.6% | +15.0% | +14.7% |
| 30D | +18.8% | +6.1% | +12.6% | +16.0% |
| 3M | -11.3% | -3.4% | -8.0% | -10.3% |
| 6M | +17.9% | +12.8% | +5.1% | +11.9% |
| YTD | -31.3% | +21.0% | -52.4% | -37.0% |
| 1Y | -37.7% | +40.5% | -78.2% | -46.6% |
| 3Y | +403.1% | +159.9% | +243.2% | +201.9% |
| All | +403.1% | +160.5% | +242.6% | +201.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling