-99.6%
DFNS vs INSM
-40.6%
-59.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +5.3% | -23.7% | -18.2% |
| 7D | -27.7% | +13.4% | -41.1% | -27.5% |
| 30D | -58.0% | +5.9% | -63.9% | -57.9% |
| 3M | -94.0% | +11.4% | -105.4% | -93.9% |
| 6M | -94.6% | -21.4% | -73.2% | -94.5% |
| YTD | -99.4% | -36.8% | -62.6% | -99.4% |
| 1Y | -99.6% | -39.8% | -59.8% | -99.7% |
| All | -99.6% | -40.6% | -59.0% | -99.7% |
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