+48.4%
RSP vs INSM
+278.6%
-230.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | +2.4% | +5.9% | -3.5% | +2.1% |
| 30D | +4.3% | +23.9% | -19.6% | +3.2% |
| 3M | -0.3% | -4.1% | +3.8% | -0.3% |
| 6M | +9.8% | +2.7% | +7.1% | +9.2% |
| YTD | +16.8% | -30.4% | +47.2% | +18.0% |
| 1Y | +19.5% | -36.6% | +56.1% | +21.1% |
| 3Y | +65.1% | +406.9% | -341.8% | +48.6% |
| All | +48.4% | +278.6% | -230.2% | +32.0% |
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