-11.4%
INSM vs DG
+23.4%
-34.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.3% |
| 7D | +6.5% | +8.4% | -1.9% | +6.5% |
| 30D | +27.5% | +4.9% | +22.6% | +27.5% |
| 3M | +20.4% | +29.3% | -9.0% | +19.3% |
| 6M | -15.7% | -11.3% | -4.5% | -15.0% |
| YTD | -27.4% | +1.8% | -29.2% | -27.3% |
| 1Y | -11.4% | +25.3% | -36.7% | -9.9% |
| All | -11.4% | +23.4% | -34.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling