-99.9%
DFNS vs INSM
+365.8%
-465.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.8% | -4.5% |
| 7D | +4.6% | +1.7% | +2.9% | +4.7% |
| 30D | -73.9% | -4.4% | -69.5% | -73.9% |
| 3M | -71.7% | +30.0% | -101.8% | -71.4% |
| 6M | -94.6% | -10.0% | -84.6% | -94.6% |
| YTD | -98.1% | -26.0% | -72.1% | -98.1% |
| 1Y | -98.3% | -12.5% | -85.8% | -98.3% |
| 3Y | -99.9% | +390.5% | -490.4% | -99.9% |
| 5Y | -99.9% | +357.7% | -457.6% | -99.9% |
| All | -99.9% | +365.8% | -465.7% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling