+418.1%
INSM vs REPL
-19.2%
+437.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +1.9% |
| 7D | +2.5% | -14.1% | +16.6% | +4.0% |
| 30D | -2.2% | -15.2% | +13.1% | -0.6% |
| 3M | +33.8% | +49.9% | -16.1% | +21.9% |
| 6M | -7.2% | +63.5% | -70.7% | -25.1% |
| YTD | -25.6% | +32.9% | -58.6% | -38.7% |
| 1Y | -11.2% | +115.0% | -126.2% | -36.4% |
| 3Y | +388.3% | -34.7% | +423.1% | +215.7% |
| 5Y | +376.6% | -59.7% | +436.3% | +231.9% |
| All | +418.1% | -19.2% | +437.3% | +103.0% |
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