-99.7%
DFNS vs INSM
-37.5%
-62.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -5.4% |
| 7D | -6.0% | +5.9% | -11.9% | -5.8% |
| 30D | -71.2% | +23.9% | -95.1% | -71.0% |
| 3M | -94.5% | -4.1% | -90.4% | -94.5% |
| 6M | -96.5% | +2.7% | -99.2% | -96.5% |
| YTD | -99.6% | -30.4% | -69.2% | -99.6% |
| 1Y | -99.7% | -36.6% | -63.1% | -99.6% |
| All | -99.7% | -37.5% | -62.2% | -99.6% |
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 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