+357.7%
INSM vs RL
+233.3%
+124.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.5% | +4.5% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -4.4% | -17.5% | +13.1% | +3.0% |
| 3M | +30.0% | -14.0% | +44.0% | +37.9% |
| 6M | -10.0% | -2.0% | -8.0% | -9.6% |
| YTD | -26.0% | -4.6% | -21.4% | -25.1% |
| 1Y | -12.5% | +9.5% | -22.0% | -16.6% |
| 3Y | +390.5% | +200.5% | +190.0% | +196.1% |
| 5Y | +357.7% | +226.3% | +131.5% | +161.6% |
| All | +357.7% | +233.3% | +124.4% | +161.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling