+180.9%
DVN vs INSM
-20.5%
+201.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | +2.5% | +0.5% | +2.0% | +2.5% |
| 30D | +10.2% | -4.0% | +14.2% | +10.4% |
| 3M | +8.1% | +38.5% | -30.4% | +5.5% |
| 6M | +15.9% | -11.5% | +27.4% | +15.8% |
| YTD | +38.2% | -26.9% | +65.1% | +39.7% |
| 1Y | +44.5% | -12.8% | +57.3% | +44.0% |
| 3Y | +5.1% | +384.7% | -379.5% | -9.6% |
| 5Y | +124.3% | +368.8% | -244.5% | +90.5% |
| 10Y | +65.9% | +865.7% | -799.8% | +31.0% |
| All | +180.9% | -20.5% | +201.3% | +86.1% |
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