+20.8%
DIS vs INSM
+880.2%
-859.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -4.0% | -1.1% |
| 7D | -3.5% | +1.7% | -5.2% | -3.6% |
| 30D | +1.0% | -4.4% | +5.4% | +1.2% |
| 3M | +5.7% | +30.0% | -24.4% | +3.3% |
| 6M | +3.3% | -10.0% | +13.3% | +3.1% |
| YTD | -7.7% | -26.0% | +18.3% | -6.7% |
| 1Y | -10.0% | -12.5% | +2.5% | -10.3% |
| 3Y | +31.7% | +390.5% | -358.8% | +11.6% |
| 5Y | -42.2% | +357.7% | -399.9% | -51.8% |
| All | +20.8% | +880.2% | -859.5% | -3.6% |
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