-28.0%
DHR vs INSM
+375.8%
-403.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | +10.9% | +33.8% | -22.9% | +8.8% |
| 6M | +3.0% | -7.2% | +10.2% | +2.8% |
| 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% | -16.8% |
| All | -28.0% | +375.8% | -403.8% | -39.5% |
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