-98.3%
DFNS vs INSM
-11.6%
-86.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -16.0% | +6.5% | -22.5% | -16.1% |
| 30D | -77.7% | +27.5% | -105.2% | -77.7% |
| 3M | -77.2% | +20.4% | -97.5% | -76.8% |
| 6M | -95.2% | -15.7% | -79.4% | -94.9% |
| YTD | -98.0% | -27.4% | -70.5% | -97.7% |
| 1Y | -98.3% | -11.4% | -86.9% | -98.2% |
| All | -98.3% | -11.6% | -86.7% | -98.2% |
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