+701.9%
INSM vs RL
+337.1%
+364.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.1% |
| 7D | +5.9% | +2.6% | +3.3% | +4.7% |
| 30D | +23.9% | +2.9% | +21.0% | +22.3% |
| 3M | -4.1% | 0.0% | -4.1% | -4.5% |
| 6M | +2.7% | +17.1% | -14.4% | -4.3% |
| YTD | -30.4% | +10.1% | -40.5% | -33.8% |
| 1Y | -36.6% | +17.3% | -53.9% | -41.3% |
| 3Y | +406.9% | +249.3% | +157.6% | +187.3% |
| 5Y | +280.3% | +240.9% | +39.4% | +109.6% |
| All | +701.9% | +337.1% | +364.8% | +310.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling