+12,271.4%
ROST vs INSM
-21.9%
+12,293.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.4% |
| 7D | +0.2% | +2.8% | -2.6% | +0.1% |
| 30D | -10.0% | -4.7% | -5.2% | -9.8% |
| 3M | +1.2% | +32.6% | -31.4% | -0.2% |
| 6M | +8.9% | -10.9% | +19.8% | +8.9% |
| YTD | +28.1% | -28.2% | +56.3% | +29.0% |
| 1Y | +53.0% | -14.9% | +67.8% | +52.8% |
| 3Y | +97.9% | +375.6% | -277.7% | +80.2% |
| 5Y | +112.0% | +349.1% | -237.1% | +91.7% |
| 10Y | +303.0% | +796.6% | -493.6% | +245.8% |
| All | +12,271.4% | -21.9% | +12,293.4% | +9,654.1% |
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