+2,894.9%
DXCM vs INSM
+970.3%
+1,924.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -3.2% | +6.5% | -9.8% | -3.9% |
| 30D | +6.3% | +27.5% | -21.2% | +3.1% |
| 3M | +21.1% | +20.4% | +0.7% | +17.8% |
| 6M | +20.6% | -15.7% | +36.3% | +21.0% |
| YTD | +32.4% | -27.4% | +59.9% | +34.8% |
| 1Y | +8.8% | -11.4% | +20.2% | +8.0% |
| 3Y | -13.7% | +457.8% | -471.6% | -34.6% |
| 5Y | -35.2% | +343.0% | -378.1% | -50.3% |
| 10Y | +281.8% | +848.1% | -566.3% | +146.9% |
| All | +2,894.9% | +970.3% | +1,924.6% | +1,496.3% |
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