-12.8%
INSM vs REPL
+126.3%
-139.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -0.9% |
| 7D | +0.5% | -13.4% | +13.9% | +0.9% |
| 30D | -4.0% | -3.0% | -1.0% | -4.0% |
| 3M | +38.5% | +56.3% | -17.8% | +36.3% |
| 6M | -11.5% | +60.9% | -72.4% | -15.8% |
| YTD | -26.9% | +36.2% | -63.1% | -30.3% |
| 1Y | -12.8% | +121.0% | -133.8% | -17.8% |
| All | -12.8% | +126.3% | -139.1% | -17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling