+52.7%
DRAM vs INSM
-25.0%
+77.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.6% | -5.5% | -3.1% |
| 7D | +7.9% | +5.9% | +2.0% | +7.5% |
| 30D | -15.4% | +23.9% | -39.3% | -16.8% |
| 3M | -25.5% | -4.1% | -21.4% | -24.9% |
| 6M | -22.3% | +2.7% | -24.9% | -20.7% |
| All | +52.7% | -25.0% | +77.7% | +81.3% |
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