+1,674.9%
RTX vs INSM
-26.2%
+1,701.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.4% |
| 7D | +3.4% | +8.6% | -5.2% | +3.0% |
| 30D | +8.4% | +22.0% | -13.6% | +7.4% |
| 3M | -10.7% | -10.7% | +0.1% | -10.3% |
| 6M | +11.7% | +1.8% | +9.9% | +11.2% |
| YTD | +9.3% | -32.2% | +41.5% | +10.4% |
| 1Y | +13.3% | -39.3% | +52.6% | +14.8% |
| 3Y | +156.1% | +397.1% | -241.0% | +131.6% |
| 5Y | +148.5% | +270.6% | -122.1% | +125.4% |
| 10Y | +263.6% | +717.1% | -453.5% | +209.4% |
| All | +1,674.9% | -26.2% | +1,701.1% | +1,210.3% |
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