-14.9%
DASH vs INSM
-11.6%
-3.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -10.6% | +6.5% | -17.1% | -10.5% |
| 30D | +2.2% | +27.5% | -25.4% | +2.2% |
| 3M | +32.3% | +20.4% | +11.9% | +32.0% |
| 6M | +19.1% | -15.7% | +34.9% | +17.1% |
| YTD | -6.5% | -27.4% | +20.9% | -8.6% |
| 1Y | -14.9% | -11.4% | -3.5% | -20.1% |
| All | -14.9% | -11.6% | -3.3% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 1y: compounded portfolio wealth divided by compounded INSM 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…
1y analysis · Full analysis span regression · 6 months rolling