-24.3%
INSM vs DD
+362.0%
-386.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | -4.7% | -7.4% | +2.7% | -2.2% |
| 3M | +32.6% | -6.4% | +39.1% | +35.2% |
| 6M | -10.9% | -2.5% | -8.4% | -10.5% |
| YTD | -28.2% | +10.2% | -38.5% | -31.4% |
| 1Y | -14.9% | +36.9% | -51.8% | -25.1% |
| 3Y | +375.6% | +47.0% | +328.6% | +299.5% |
| 5Y | +349.1% | +63.1% | +285.9% | +258.0% |
| 10Y | +796.6% | +68.2% | +728.4% | +573.8% |
| All | -24.3% | +362.0% | -386.3% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling