+280.0%
RTX vs INSM
+868.6%
-588.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.0% | +0.5% | -2.5% | -2.0% |
| 30D | -11.2% | -4.0% | -7.2% | -11.0% |
| 3M | +12.0% | +38.5% | -26.5% | +9.6% |
| 6M | -3.6% | -11.5% | +7.9% | -3.6% |
| YTD | +9.2% | -26.9% | +36.1% | +10.3% |
| 1Y | +29.7% | -12.8% | +42.5% | +29.4% |
| 3Y | +152.0% | +384.7% | -232.7% | +119.7% |
| 5Y | +165.8% | +368.8% | -203.0% | +127.8% |
| All | +280.0% | +868.6% | -588.6% | +224.9% |
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 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