+1,696.7%
RTX vs INSM
-21.1%
+1,717.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -5.2% | +6.5% | -11.7% | -5.4% |
| 30D | -9.4% | +27.5% | -36.9% | -10.5% |
| 3M | +12.3% | +20.4% | -8.1% | +11.1% |
| 6M | -3.1% | -15.7% | +12.6% | -2.9% |
| YTD | +10.7% | -27.4% | +38.1% | +11.5% |
| 1Y | +28.4% | -11.4% | +39.8% | +28.1% |
| 3Y | +147.1% | +457.8% | -310.8% | +122.2% |
| 5Y | +167.2% | +343.0% | -175.7% | +140.6% |
| 10Y | +274.7% | +848.1% | -573.4% | +217.1% |
| All | +1,696.7% | -21.1% | +1,717.7% | +1,224.1% |
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