+677.4%
DUK vs INSM
-19.5%
+696.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.7% |
| 7D | -0.1% | +1.7% | -1.8% | -0.1% |
| 30D | +0.2% | -4.4% | +4.7% | +0.3% |
| 3M | -1.9% | +30.0% | -31.9% | -2.5% |
| 6M | -6.5% | -10.0% | +3.5% | -6.6% |
| YTD | +5.4% | -26.0% | +31.4% | +5.8% |
| 1Y | +3.6% | -12.5% | +16.1% | +3.4% |
| 3Y | +48.1% | +390.5% | -342.4% | +41.4% |
| 5Y | +39.6% | +357.7% | -318.1% | +32.7% |
| 10Y | +131.8% | +877.2% | -745.4% | +112.6% |
| All | +677.4% | -19.5% | +696.9% | +549.0% |
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