-23.5%
INSM vs DAR
+5,694.7%
-5,718.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +6.5% | +1.4% | +5.2% | +6.4% |
| 30D | +27.5% | +12.8% | +14.8% | +26.1% |
| 3M | +20.4% | +7.4% | +13.0% | +19.5% |
| 6M | -15.7% | +22.3% | -38.0% | -17.4% |
| YTD | -27.4% | +81.1% | -108.5% | -31.4% |
| 1Y | -11.4% | +106.5% | -117.9% | -17.5% |
| 3Y | +457.8% | +5.3% | +452.5% | +445.1% |
| 5Y | +343.0% | -11.5% | +354.5% | +336.9% |
| 10Y | +848.1% | +353.3% | +494.8% | +728.3% |
| All | -23.5% | +5,694.7% | -5,718.1% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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