+62.5%
DRAM vs INSM
-31.9%
+94.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.3% | -10.6% | -5.6% |
| 7D | -16.6% | +13.4% | -30.1% | -17.5% |
| 30D | -26.9% | +5.9% | -32.8% | -27.1% |
| 3M | -17.8% | +11.4% | -29.2% | -19.3% |
| 6M | +6.2% | -21.4% | +27.7% | +18.0% |
| All | +62.5% | -31.9% | +94.4% | +94.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling