+118.6%
DVN vs INSM
+375.8%
-257.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | +4.5% | +2.5% | +2.0% | +4.4% |
| 30D | +12.0% | -2.2% | +14.1% | +12.1% |
| 3M | +13.4% | +33.8% | -20.4% | +11.2% |
| 6M | +12.1% | -7.2% | +19.3% | +11.8% |
| YTD | +38.8% | -25.6% | +64.5% | +40.2% |
| 1Y | +46.0% | -11.2% | +57.3% | +45.5% |
| 3Y | +9.5% | +388.3% | -378.8% | -3.8% |
| All | +118.6% | +375.8% | -257.1% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling