+111.1%
ROST vs INSM
+352.6%
-241.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -10.3% | -4.0% | -6.3% | -10.2% |
| 3M | -2.6% | +38.5% | -41.1% | -3.8% |
| 6M | +6.5% | -11.5% | +18.1% | +6.6% |
| YTD | +25.9% | -26.9% | +52.8% | +26.7% |
| 1Y | +52.3% | -12.8% | +65.1% | +52.1% |
| 3Y | +94.6% | +384.7% | -290.1% | +82.9% |
| 5Y | +111.1% | +368.8% | -257.7% | +91.7% |
| All | +111.1% | +352.6% | -241.5% | +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 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