-20.0%
DASH vs INSM
-13.6%
-6.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -5.3% |
| 7D | -11.2% | +2.8% | -14.0% | -11.1% |
| 30D | -7.3% | -4.7% | -2.6% | -7.3% |
| 3M | +31.4% | +32.6% | -1.2% | +31.8% |
| 6M | +11.9% | -10.9% | +22.7% | +10.1% |
| YTD | -11.5% | -28.2% | +16.7% | -13.5% |
| 1Y | -20.0% | -14.9% | -5.2% | -24.5% |
| All | -20.0% | -13.6% | -6.4% | -24.5% |
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