-22.9%
RCL vs INSM
-14.1%
-8.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -2.5% | +0.5% | -2.9% | -2.5% |
| 30D | -15.7% | -4.0% | -11.7% | -15.4% |
| 3M | -3.6% | +38.5% | -42.1% | -7.4% |
| 6M | -8.7% | -11.5% | +2.9% | -7.2% |
| YTD | -6.2% | -26.9% | +20.7% | -3.0% |
| 1Y | -22.9% | -12.8% | -10.1% | -21.6% |
| All | -22.9% | -14.1% | -8.8% | -21.6% |
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