+110.9%
DT vs INSM
+470.3%
-359.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -2.0% | -3.0% |
| 7D | -4.9% | +2.8% | -7.6% | -5.2% |
| 30D | +2.7% | -4.7% | +7.4% | +3.2% |
| 3M | +20.0% | +32.6% | -12.7% | +14.6% |
| 6M | +28.0% | -10.9% | +38.9% | +27.3% |
| YTD | +16.0% | -28.2% | +44.3% | +18.6% |
| 1Y | +0.7% | -14.9% | +15.6% | -0.3% |
| 3Y | +6.2% | +375.6% | -369.4% | -25.4% |
| 5Y | -28.1% | +349.1% | -377.2% | -51.1% |
| All | +110.9% | +470.3% | -359.4% | +18.1% |
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