-29.3%
DASH vs INSM
+278.6%
-308.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -4.5% | +5.9% | -10.4% | -5.2% |
| 30D | -6.8% | +23.9% | -30.7% | -9.3% |
| 3M | -20.7% | -4.1% | -16.6% | -20.5% |
| 6M | +15.1% | +2.7% | +12.4% | +13.3% |
| YTD | -24.3% | -30.4% | +6.1% | -22.3% |
| 1Y | -12.1% | -36.6% | +24.4% | -9.0% |
| 3Y | +91.1% | +406.9% | -315.9% | +33.3% |
| All | -29.3% | +278.6% | -308.0% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling