+493.8%
INSM vs DBX
+19.3%
+474.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.3% |
| 7D | +1.7% | +0.3% | +1.5% | +1.6% |
| 30D | -4.4% | 0.0% | -4.4% | -4.8% |
| 3M | +30.0% | +26.1% | +3.9% | +18.4% |
| 6M | -10.0% | +29.4% | -39.4% | -20.5% |
| YTD | -26.0% | +24.4% | -50.4% | -33.8% |
| 1Y | -12.5% | +10.9% | -23.4% | -18.5% |
| 3Y | +390.5% | +24.1% | +366.4% | +314.2% |
| 5Y | +357.7% | +7.8% | +350.0% | +298.3% |
| All | +493.8% | +19.3% | +474.5% | +299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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