+312.1%
ROST vs INSM
+884.9%
-572.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.7% | +2.2% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | -6.9% | -2.2% | -4.7% | -6.8% |
| 3M | -3.3% | +33.8% | -37.1% | -5.6% |
| 6M | +9.0% | -7.2% | +16.2% | +8.7% |
| YTD | +28.9% | -25.6% | +54.5% | +30.2% |
| 1Y | +54.0% | -11.2% | +65.2% | +53.2% |
| 3Y | +100.7% | +388.3% | -287.6% | +69.5% |
| 5Y | +116.0% | +376.6% | -260.6% | +78.6% |
| All | +312.1% | +884.9% | -572.7% | +215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling