-39.8%
INSM vs DG
+45.3%
-85.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.5% | -3.2% | +4.4% |
| 7D | +13.4% | +12.3% | +1.2% | +12.3% |
| 30D | +5.9% | +19.3% | -13.4% | +4.8% |
| 3M | +11.4% | +11.9% | -0.5% | +10.3% |
| 6M | -21.4% | +25.0% | -46.4% | -22.4% |
| YTD | -36.8% | +8.7% | -45.5% | -37.4% |
| 1Y | -39.8% | +44.7% | -84.5% | -39.1% |
| All | -39.8% | +45.3% | -85.1% | -39.1% |
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