+833.7%
INSM vs DG
+101.8%
+731.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +2.5% | -6.5% | +8.9% | +4.0% |
| 30D | -2.2% | +4.2% | -6.3% | -3.2% |
| 3M | +33.8% | +9.5% | +24.3% | +30.3% |
| 6M | -7.2% | -13.1% | +6.0% | -4.8% |
| YTD | -25.6% | -4.8% | -20.8% | -25.7% |
| 1Y | -11.2% | +20.6% | -31.8% | -16.9% |
| 3Y | +388.3% | +4.9% | +383.4% | +343.9% |
| 5Y | +376.6% | -37.9% | +414.5% | +421.7% |
| All | +833.7% | +101.8% | +731.9% | +354.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling