-25.1%
RCL vs INSM
-11.6%
-13.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -5.1% | +6.5% | -11.6% | -5.6% |
| 30D | -19.0% | +27.5% | -46.5% | -20.9% |
| 3M | -9.6% | +20.4% | -29.9% | -11.4% |
| 6M | -6.7% | -15.7% | +9.0% | -4.9% |
| YTD | -3.9% | -27.4% | +23.5% | -0.7% |
| 1Y | -25.1% | -11.4% | -13.7% | -24.0% |
| All | -25.1% | -11.6% | -13.5% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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