+31.9%
DIS vs INSM
+729.9%
-698.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.4% |
| 7D | +1.9% | +5.9% | -4.0% | +1.5% |
| 30D | +9.2% | +23.9% | -14.7% | +7.4% |
| 3M | +13.5% | -4.1% | +17.6% | +13.6% |
| 6M | +14.3% | +2.7% | +11.6% | +13.3% |
| YTD | +5.4% | -30.4% | +35.8% | +6.9% |
| 1Y | +12.2% | -36.6% | +48.7% | +14.3% |
| 3Y | +37.2% | +406.9% | -369.8% | +15.4% |
| 5Y | -23.1% | +280.3% | -303.4% | -35.1% |
| All | +31.9% | +729.9% | -698.0% | +4.6% |
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