-26.7%
RIOT vs INSM
+375.8%
-402.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.1% |
| 7D | -1.5% | +2.5% | -4.0% | -2.0% |
| 30D | +5.7% | -2.2% | +7.8% | +6.1% |
| 3M | -17.9% | +33.8% | -51.7% | -24.2% |
| 6M | +45.0% | -7.2% | +52.1% | +43.4% |
| YTD | +69.5% | -25.6% | +95.1% | +76.1% |
| 1Y | +37.2% | -11.2% | +48.4% | +35.7% |
| 3Y | +111.7% | +388.3% | -276.6% | +34.3% |
| All | -26.7% | +375.8% | -402.5% | -55.2% |
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