+1,879.2%
RCL vs INSM
-24.3%
+1,903.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | -1.2% | +5.9% | -7.1% | -1.6% |
| 30D | +17.8% | +23.9% | -6.0% | +15.8% |
| 3M | +4.9% | -4.1% | +9.0% | +5.2% |
| 6M | +23.7% | +2.7% | +21.0% | +22.6% |
| YTD | +17.8% | -30.4% | +48.2% | +19.9% |
| 1Y | +28.9% | -36.6% | +65.5% | +32.0% |
| 3Y | +241.9% | +406.9% | -165.1% | +182.3% |
| 5Y | +295.4% | +280.3% | +15.1% | +231.3% |
| 10Y | +344.1% | +738.5% | -394.4% | +235.7% |
| All | +1,879.2% | -24.3% | +1,903.5% | +1,137.5% |
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