+121.1%
DDOG vs INSM
+390.5%
-269.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.0% | +7.3% |
| 7D | +7.7% | +1.7% | +6.0% | +7.7% |
| 30D | -13.6% | -4.4% | -9.2% | -13.7% |
| 3M | -0.9% | +30.0% | -31.0% | +0.6% |
| 6M | +75.2% | -10.0% | +85.2% | +77.7% |
| YTD | +65.7% | -26.0% | +91.6% | +68.9% |
| 1Y | +60.4% | -12.5% | +72.9% | +62.5% |
| All | +121.1% | +390.5% | -269.4% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling