+681.4%
INSM vs RL
+342.1%
+339.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +8.6% | +2.4% | +6.2% | +7.4% |
| 30D | +22.0% | +4.6% | +17.4% | +19.7% |
| 3M | -10.7% | -1.1% | -9.6% | -10.7% |
| 6M | +1.8% | +16.5% | -14.7% | -5.0% |
| YTD | -32.2% | +11.4% | -43.6% | -35.8% |
| 1Y | -39.3% | +16.1% | -55.4% | -43.6% |
| 3Y | +397.1% | +252.6% | +144.5% | +180.7% |
| 5Y | +270.6% | +244.9% | +25.7% | +103.4% |
| All | +681.4% | +342.1% | +339.3% | +298.2% |
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