+357.7%
INSM vs REPL
-53.9%
+411.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.3% |
| 7D | +1.7% | -9.6% | +11.3% | +2.4% |
| 30D | -4.4% | +5.7% | -10.1% | -4.9% |
| 3M | +30.0% | +56.4% | -26.3% | +22.8% |
| 6M | -10.0% | +67.4% | -77.5% | -21.2% |
| YTD | -26.0% | +48.7% | -74.7% | -34.8% |
| 1Y | -12.5% | +148.3% | -160.8% | -29.8% |
| 3Y | +390.5% | -26.7% | +417.2% | +296.0% |
| 5Y | +357.7% | -54.1% | +411.9% | +298.7% |
| All | +357.7% | -53.9% | +411.6% | +298.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling