+489.1%
DDOG vs INSM
+570.5%
-81.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +3.9% | +2.5% | +1.4% | +3.7% |
| 30D | -8.2% | -2.2% | -6.0% | -8.1% |
| 3M | -5.6% | +33.8% | -39.4% | -9.5% |
| 6M | +73.5% | -7.2% | +80.7% | +70.9% |
| YTD | +62.7% | -25.6% | +88.3% | +65.0% |
| 1Y | +59.0% | -11.2% | +70.2% | +56.1% |
| 3Y | +117.1% | +388.3% | -271.2% | +52.5% |
| 5Y | +61.3% | +376.6% | -315.4% | +9.2% |
| All | +489.1% | +570.5% | -81.4% | +263.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling