+833.7%
INSM vs DD
+66.6%
+767.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +1.9% | +1.8% |
| 7D | +2.5% | -3.5% | +6.0% | +4.1% |
| 30D | -2.2% | -11.7% | +9.5% | +3.3% |
| 3M | +33.8% | -9.2% | +43.0% | +38.7% |
| 6M | -7.2% | -7.2% | 0.0% | -4.7% |
| YTD | -25.6% | +6.6% | -32.3% | -29.1% |
| 1Y | -11.2% | +32.0% | -43.2% | -24.1% |
| 3Y | +388.3% | +42.1% | +346.2% | +289.6% |
| 5Y | +376.6% | +58.1% | +318.6% | +248.8% |
| All | +833.7% | +66.6% | +767.1% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling