+383.4%
INSM vs REPL
+36.1%
+347.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.7% |
| 7D | +9.8% | +5.3% | +4.5% | +9.2% |
| 30D | +22.5% | +66.6% | -44.1% | +15.8% |
| 3M | -8.9% | +59.6% | -68.5% | -13.8% |
| 6M | +16.2% | +482.4% | -466.1% | -13.1% |
| YTD | -30.6% | +124.1% | -154.7% | -46.1% |
| 1Y | -37.7% | +138.6% | -176.2% | -52.0% |
| 3Y | +408.4% | +96.0% | +312.4% | +166.5% |
| 5Y | +279.6% | -35.4% | +315.0% | +152.7% |
| All | +383.4% | +36.1% | +347.3% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling