+833.7%
INSM vs RL
+311.3%
+522.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +2.5% | -3.4% | +5.9% | +3.9% |
| 30D | -2.2% | -14.4% | +12.3% | +4.1% |
| 3M | +33.8% | -13.6% | +47.4% | +41.6% |
| 6M | -7.2% | +0.6% | -7.7% | -7.9% |
| YTD | -25.6% | -3.6% | -22.0% | -25.2% |
| 1Y | -11.2% | +8.3% | -19.6% | -15.3% |
| 3Y | +388.3% | +204.8% | +183.6% | +190.8% |
| 5Y | +376.6% | +232.9% | +143.7% | +161.5% |
| All | +833.7% | +311.3% | +522.4% | +389.6% |
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