+227.1%
RCL vs INSM
+365.8%
-138.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.2% |
| 7D | -2.2% | +1.7% | -3.9% | -2.4% |
| 30D | -15.7% | -4.4% | -11.2% | -15.3% |
| 3M | -8.0% | +30.0% | -38.0% | -11.6% |
| 6M | -10.1% | -10.0% | -0.1% | -10.2% |
| YTD | -5.9% | -26.0% | +20.1% | -3.8% |
| 1Y | -23.5% | -12.5% | -11.0% | -23.8% |
| 3Y | +174.4% | +390.5% | -216.1% | +111.4% |
| 5Y | +227.1% | +357.7% | -130.6% | +139.7% |
| All | +227.1% | +365.8% | -138.7% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling