-87.2%
RIG vs INSM
-19.5%
-67.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.1% |
| 7D | -8.2% | +1.7% | -9.9% | -8.3% |
| 30D | -0.2% | -4.4% | +4.2% | +0.1% |
| 3M | -2.7% | +30.0% | -32.8% | -5.2% |
| 6M | -7.5% | -10.0% | +2.6% | -7.7% |
| YTD | +38.3% | -26.0% | +64.3% | +40.0% |
| 1Y | +81.8% | -12.5% | +94.3% | +81.2% |
| 3Y | -30.2% | +390.5% | -420.7% | -41.8% |
| 5Y | +59.9% | +357.7% | -297.8% | +32.3% |
| 10Y | -41.9% | +877.2% | -919.2% | -55.1% |
| All | -87.2% | -19.5% | -67.7% | -91.7% |
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 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