+372.7%
INSM vs REPL
+37.4%
+335.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | +8.6% | +9.8% | -1.2% | +7.5% |
| 30D | +22.0% | +81.5% | -59.5% | +14.3% |
| 3M | -10.7% | +44.2% | -55.0% | -14.6% |
| 6M | +1.8% | +437.4% | -435.6% | -23.2% |
| YTD | -32.2% | +126.1% | -158.3% | -47.3% |
| 1Y | -39.3% | +143.1% | -182.4% | -53.4% |
| 3Y | +397.1% | +97.8% | +299.3% | +160.3% |
| 5Y | +270.6% | -34.3% | +304.9% | +146.0% |
| All | +372.7% | +37.4% | +335.3% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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