+22.7%
DIS vs INSM
+868.6%
-846.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -1.3% | +0.5% | -1.7% | -1.3% |
| 30D | +2.2% | -4.0% | +6.2% | +2.4% |
| 3M | +8.1% | +38.5% | -30.4% | +5.2% |
| 6M | +5.2% | -11.5% | +16.8% | +5.2% |
| YTD | -6.3% | -26.9% | +20.6% | -5.2% |
| 1Y | -7.3% | -12.8% | +5.5% | -7.6% |
| 3Y | +33.8% | +384.7% | -350.9% | +13.4% |
| 5Y | -40.7% | +368.8% | -409.5% | -50.6% |
| All | +22.7% | +868.6% | -846.0% | -2.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling