+263.3%
DXCM vs INSM
+868.6%
-605.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.9% |
| 7D | -5.8% | +0.5% | -6.3% | -5.9% |
| 30D | -5.6% | -4.0% | -1.6% | -5.2% |
| 3M | +13.0% | +38.5% | -25.5% | +7.7% |
| 6M | +24.7% | -11.5% | +36.2% | +24.4% |
| YTD | +27.3% | -26.9% | +54.2% | +29.9% |
| 1Y | +11.2% | -12.8% | +24.0% | +10.4% |
| 3Y | -19.0% | +384.7% | -403.7% | -40.3% |
| 5Y | -38.5% | +368.8% | -407.3% | -55.7% |
| All | +263.3% | +868.6% | -605.3% | +126.5% |
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