+11.7%
DASH vs INSM
+217.9%
-206.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -10.6% | +6.5% | -17.1% | -11.3% |
| 30D | +2.2% | +27.5% | -25.4% | -1.8% |
| 3M | +32.3% | +20.4% | +11.9% | +27.9% |
| 6M | +19.1% | -15.7% | +34.9% | +19.6% |
| YTD | -6.5% | -27.4% | +20.9% | -4.3% |
| 1Y | -14.9% | -11.4% | -3.5% | -16.0% |
| 3Y | +151.9% | +457.8% | -305.9% | +67.1% |
| 5Y | +9.4% | +343.0% | -333.5% | -26.8% |
| All | +11.7% | +217.9% | -206.1% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling