+280.3%
DIS vs INSM
-27.4%
+307.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +2.0% |
| 7D | +5.3% | +6.2% | -0.9% | +5.0% |
| 30D | +10.2% | +15.4% | -5.2% | +9.4% |
| 3M | +13.5% | -11.4% | +25.0% | +14.1% |
| 6M | +11.1% | +14.6% | -3.4% | +9.8% |
| YTD | +5.5% | -33.3% | +38.8% | +6.8% |
| 1Y | +9.1% | -38.8% | +47.9% | +10.8% |
| 3Y | +36.0% | +395.7% | -359.7% | +20.5% |
| 5Y | -29.8% | +258.9% | -288.7% | -37.4% |
| 10Y | +36.6% | +754.3% | -717.7% | +11.8% |
| All | +280.3% | -27.4% | +307.8% | +175.9% |
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