+385.0%
INSM vs REPL
+36.8%
+348.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +5.9% | +1.2% | +4.7% | +5.7% |
| 30D | +23.9% | +92.2% | -68.3% | +15.4% |
| 3M | -4.1% | +44.1% | -48.2% | -8.2% |
| 6M | +2.7% | +313.0% | -310.3% | -19.5% |
| YTD | -30.4% | +125.2% | -155.6% | -45.9% |
| 1Y | -36.6% | +143.8% | -180.3% | -51.3% |
| 3Y | +406.9% | +104.2% | +302.7% | +162.9% |
| 5Y | +280.3% | -34.5% | +314.8% | +152.5% |
| All | +385.0% | +36.8% | +348.2% | +79.2% |
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