+59.0%
DDOG vs INSM
-11.6%
+70.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +0.4% |
| 7D | +3.9% | +2.5% | +1.4% | +4.7% |
| 30D | -8.2% | -2.2% | -6.0% | -8.6% |
| 3M | -5.6% | +33.8% | -39.4% | +9.1% |
| 6M | +73.5% | -7.2% | +80.7% | +84.2% |
| YTD | +62.7% | -25.6% | +88.3% | +74.0% |
| 1Y | +59.0% | -11.2% | +70.2% | +65.0% |
| All | +59.0% | -11.6% | +70.6% | +65.0% |
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 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