+791.7%
RIOT vs INSM
+952.1%
-160.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.2% |
| 7D | -1.5% | +2.5% | -4.0% | -1.9% |
| 30D | +5.7% | -2.2% | +7.8% | +6.1% |
| 3M | -17.9% | +33.8% | -51.7% | -23.1% |
| 6M | +45.0% | -7.2% | +52.1% | +43.6% |
| YTD | +69.5% | -25.6% | +95.1% | +74.7% |
| 1Y | +37.2% | -11.2% | +48.4% | +36.0% |
| 3Y | +111.7% | +388.3% | -276.6% | +40.8% |
| 5Y | -27.5% | +376.6% | -404.2% | -51.7% |
| 10Y | +511.1% | +881.9% | -370.8% | +292.5% |
| All | +791.7% | +952.1% | -160.4% | +469.1% |
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 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