+386.0%
INSM vs REPL
-27.0%
+413.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.2% |
| 7D | +1.7% | -9.6% | +11.3% | +2.1% |
| 30D | -4.4% | +5.7% | -10.1% | -4.7% |
| 3M | +30.0% | +56.4% | -26.3% | +26.7% |
| 6M | -10.0% | +67.4% | -77.5% | -15.6% |
| YTD | -26.0% | +48.7% | -74.7% | -30.4% |
| 1Y | -12.5% | +148.3% | -160.8% | -20.7% |
| All | +386.0% | -27.0% | +413.1% | +332.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling