-19.0%
DXCM vs INSM
+367.2%
-386.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.8% |
| 7D | -6.2% | +2.8% | -9.0% | -6.3% |
| 30D | -0.3% | -4.7% | +4.5% | -0.2% |
| 3M | +10.3% | +32.6% | -22.3% | +9.4% |
| 6M | +24.1% | -10.9% | +35.0% | +24.2% |
| YTD | +27.4% | -28.2% | +55.6% | +28.0% |
| 1Y | +8.4% | -14.9% | +23.2% | +8.4% |
| 3Y | -19.0% | +375.6% | -394.6% | -21.1% |
| All | -19.0% | +367.2% | -386.2% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling