+50.5%
RSP vs INSM
+365.8%
-315.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.1% |
| 7D | -1.8% | +1.7% | -3.5% | -1.9% |
| 30D | -2.5% | -4.4% | +1.9% | -2.4% |
| 3M | +3.0% | +30.0% | -27.0% | +1.4% |
| 6M | +8.9% | -10.0% | +18.9% | +8.8% |
| YTD | +13.0% | -26.0% | +39.0% | +13.9% |
| 1Y | +16.2% | -12.5% | +28.7% | +16.0% |
| 3Y | +52.7% | +390.5% | -337.8% | +38.9% |
| 5Y | +50.5% | +357.7% | -307.2% | +30.9% |
| All | +50.5% | +365.8% | -315.4% | +30.9% |
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