+2,739.2%
DXCM vs INSM
+926.8%
+1,812.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.1% |
| 7D | +4.9% | +5.9% | -1.0% | +4.3% |
| 30D | -0.2% | +23.9% | -24.1% | -2.5% |
| 3M | -8.9% | -4.1% | -4.8% | -8.8% |
| 6M | +42.3% | +2.7% | +39.6% | +40.2% |
| YTD | +25.6% | -30.4% | +55.9% | +28.0% |
| 1Y | +39.5% | -36.6% | +76.1% | +43.3% |
| 3Y | -15.3% | +406.9% | -422.2% | -35.0% |
| 5Y | -48.4% | +280.3% | -328.7% | -59.9% |
| 10Y | +411.4% | +738.5% | -327.1% | +234.1% |
| All | +2,739.2% | +926.8% | +1,812.4% | +1,415.5% |
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 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