+114.1%
DT vs INSM
+490.9%
-376.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | +3.0% | -2.2% | +5.2% | +3.2% |
| 3M | +26.5% | +33.8% | -7.3% | +20.9% |
| 6M | +35.9% | -7.2% | +43.1% | +34.5% |
| YTD | +17.8% | -25.6% | +43.5% | +19.9% |
| 1Y | +4.1% | -11.2% | +15.3% | +2.5% |
| 3Y | +5.3% | +388.3% | -383.0% | -26.1% |
| 5Y | -27.2% | +376.6% | -403.8% | -50.9% |
| All | +114.1% | +490.9% | -376.8% | +19.4% |
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