+405.6%
INSM vs REPL
-6.0%
+411.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | +6.5% | -3.0% | +9.5% | +6.9% |
| 30D | +27.5% | +27.1% | +0.4% | +24.4% |
| 3M | +20.4% | +52.4% | -32.0% | +9.8% |
| 6M | -15.7% | +107.4% | -123.2% | -33.9% |
| YTD | -27.4% | +54.7% | -82.2% | -41.1% |
| 1Y | -11.4% | +158.9% | -170.3% | -37.8% |
| 3Y | +457.8% | -23.7% | +481.6% | +254.9% |
| 5Y | +343.0% | -54.3% | +397.3% | +205.9% |
| All | +405.6% | -6.0% | +411.6% | +95.2% |
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