+4,213.6%
DHR vs INSM
-19.5%
+4,233.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.3% |
| 7D | -2.4% | +1.7% | -4.1% | -2.5% |
| 30D | -2.2% | -4.4% | +2.3% | -2.0% |
| 3M | +9.0% | +30.0% | -21.1% | +7.5% |
| 6M | +3.5% | -10.0% | +13.5% | +3.4% |
| YTD | -10.1% | -26.0% | +15.9% | -9.5% |
| 1Y | +6.2% | -12.5% | +18.7% | +6.0% |
| 3Y | -5.4% | +390.5% | -395.8% | -14.0% |
| 5Y | -27.9% | +357.7% | -385.6% | -34.9% |
| 10Y | +215.7% | +877.2% | -661.5% | +166.9% |
| All | +4,213.6% | -19.5% | +4,233.1% | +3,256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling