+1,127.7%
RSP vs INSM
+918.5%
+209.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -0.8% | +6.5% | -7.3% | -1.1% |
| 30D | -0.3% | +27.5% | -27.9% | -1.9% |
| 3M | +4.3% | +20.4% | -16.1% | +2.9% |
| 6M | +8.8% | -15.7% | +24.6% | +9.1% |
| YTD | +15.3% | -27.4% | +42.7% | +16.3% |
| 1Y | +18.3% | -11.4% | +29.7% | +17.9% |
| 3Y | +52.8% | +457.8% | -405.0% | +33.8% |
| 5Y | +51.7% | +343.0% | -291.3% | +33.0% |
| 10Y | +208.5% | +848.1% | -639.7% | +148.7% |
| All | +1,127.7% | +918.5% | +209.3% | +831.4% |
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 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