+56.2%
RIG vs INSM
+375.8%
-319.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -3.1% | +2.5% | -5.5% | -3.4% |
| 30D | -0.5% | -2.2% | +1.6% | -0.3% |
| 3M | -6.0% | +33.8% | -39.8% | -9.7% |
| 6M | -10.1% | -7.2% | -3.0% | -10.7% |
| YTD | +37.3% | -25.6% | +62.9% | +40.0% |
| 1Y | +73.9% | -11.2% | +85.2% | +72.8% |
| 3Y | -30.2% | +388.3% | -418.5% | -46.3% |
| All | +56.2% | +375.8% | -319.6% | +15.1% |
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