+156.7%
RTX vs INSM
+402.9%
-246.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.4% |
| 7D | +3.4% | +8.6% | -5.2% | +3.3% |
| 30D | +8.4% | +22.0% | -13.6% | +8.1% |
| 3M | -10.7% | -10.7% | +0.1% | -10.6% |
| 6M | +11.7% | +1.8% | +9.9% | +11.5% |
| YTD | +9.3% | -32.2% | +41.5% | +9.3% |
| 1Y | +13.3% | -39.3% | +52.6% | +13.3% |
| All | +156.7% | +402.9% | -246.1% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling