+203.4%
RSP vs INSM
+868.6%
-665.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -3.1% | +0.5% | -3.6% | -3.2% |
| 30D | -3.4% | -4.0% | +0.6% | -3.2% |
| 3M | +3.6% | +38.5% | -34.9% | +1.0% |
| 6M | +9.0% | -11.5% | +20.5% | +8.9% |
| YTD | +12.2% | -26.9% | +39.1% | +13.4% |
| 1Y | +15.6% | -12.8% | +28.3% | +15.2% |
| 3Y | +51.6% | +384.7% | -333.0% | +30.1% |
| 5Y | +50.4% | +368.8% | -318.4% | +26.8% |
| All | +203.4% | +868.6% | -665.2% | +143.4% |
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