+88.7%
RIG vs INSM
-11.6%
+100.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | +0.9% | +6.5% | -5.7% | +0.5% |
| 30D | +13.8% | +27.5% | -13.7% | +12.0% |
| 3M | -6.4% | +20.4% | -26.8% | -7.5% |
| 6M | -8.2% | -15.7% | +7.6% | -6.3% |
| YTD | +41.6% | -27.4% | +69.1% | +47.7% |
| 1Y | +88.7% | -11.4% | +100.1% | +67.8% |
| All | +88.7% | -11.6% | +100.3% | +67.8% |
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