-39.3%
DXCM vs INSM
+365.8%
-405.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -6.5% | +1.7% | -8.2% | -6.6% |
| 30D | -4.3% | -4.4% | +0.1% | -4.0% |
| 3M | +7.3% | +30.0% | -22.8% | +4.3% |
| 6M | +22.0% | -10.0% | +32.0% | +21.8% |
| YTD | +26.4% | -26.0% | +52.4% | +28.3% |
| 1Y | +7.0% | -12.5% | +19.5% | +6.6% |
| 3Y | -19.6% | +390.5% | -410.1% | -34.5% |
| 5Y | -39.3% | +357.7% | -397.0% | -52.9% |
| All | -39.3% | +365.8% | -405.1% | -52.9% |
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