+75.9%
DE vs INSM
+392.8%
-316.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -2.6% | +2.5% | -5.0% | -2.6% |
| 30D | +9.0% | -2.2% | +11.2% | +9.0% |
| 3M | +19.1% | +33.8% | -14.7% | +18.5% |
| 6M | +14.4% | -7.2% | +21.5% | +14.2% |
| YTD | +45.9% | -25.6% | +71.6% | +45.9% |
| 1Y | +43.6% | -11.2% | +54.8% | +43.5% |
| 3Y | +75.9% | +388.3% | -312.5% | +76.6% |
| All | +75.9% | +392.8% | -316.9% | +76.6% |
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