+5,125.9%
DE vs INSM
-19.5%
+5,145.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -0.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | +11.1% | -4.4% | +15.6% | +11.4% |
| 3M | +17.6% | +30.0% | -12.4% | +15.7% |
| 6M | +13.6% | -10.0% | +23.6% | +13.5% |
| YTD | +46.3% | -26.0% | +72.3% | +47.5% |
| 1Y | +44.2% | -12.5% | +56.7% | +43.9% |
| 3Y | +76.6% | +390.5% | -313.9% | +57.1% |
| 5Y | +98.2% | +357.7% | -259.5% | +74.9% |
| 10Y | +863.5% | +877.2% | -13.7% | +686.1% |
| All | +5,125.9% | -19.5% | +5,145.4% | +3,564.9% |
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