+459.9%
DDOG vs INSM
+547.1%
-87.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -6.1% | +2.8% | -8.9% | -6.4% |
| 30D | -10.1% | -4.7% | -5.4% | -9.8% |
| 3M | -9.3% | +32.6% | -41.9% | -13.1% |
| 6M | +67.2% | -10.9% | +78.1% | +65.3% |
| YTD | +54.6% | -28.2% | +82.8% | +57.3% |
| 1Y | +54.1% | -14.9% | +68.9% | +51.9% |
| 3Y | +115.3% | +375.6% | -260.3% | +51.3% |
| 5Y | +50.6% | +349.1% | -298.5% | +2.8% |
| All | +459.9% | +547.1% | -87.2% | +246.4% |
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 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