+1,952.2%
RCL vs INSM
-24.5%
+1,976.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | +0.6% | +9.8% | -9.2% | -0.2% |
| 30D | +19.4% | +22.5% | -3.1% | +17.4% |
| 3M | +9.8% | -8.9% | +18.7% | +10.5% |
| 6M | +28.6% | +16.2% | +12.4% | +26.1% |
| YTD | +22.2% | -30.6% | +52.8% | +24.3% |
| 1Y | +29.7% | -37.7% | +67.4% | +33.0% |
| 3Y | +265.3% | +408.4% | -143.1% | +201.6% |
| 5Y | +301.8% | +279.6% | +22.2% | +236.7% |
| 10Y | +360.5% | +735.6% | -375.2% | +248.2% |
| All | +1,952.2% | -24.5% | +1,976.7% | +1,183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling