+203.8%
DHR vs INSM
+884.9%
-681.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -3.6% | +2.5% | -6.1% | -3.8% |
| 30D | -2.7% | -2.2% | -0.6% | -2.6% |
| 3M | +10.9% | +33.8% | -22.9% | +8.6% |
| 6M | +3.0% | -7.2% | +10.2% | +2.7% |
| YTD | -12.2% | -25.6% | +13.4% | -11.4% |
| 1Y | +3.3% | -11.2% | +14.5% | +2.9% |
| 3Y | -8.2% | +388.3% | -396.5% | -20.0% |
| 5Y | -29.9% | +376.6% | -406.5% | -39.9% |
| All | +203.8% | +884.9% | -681.1% | +147.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling