+380.3%
INSM vs DG
+3.3%
+377.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +0.5% | -6.3% | +6.8% | +0.5% |
| 30D | -4.0% | +2.4% | -6.4% | -4.0% |
| 3M | +38.5% | +12.4% | +26.1% | +38.4% |
| 6M | -11.5% | -14.9% | +3.4% | -11.4% |
| YTD | -26.9% | -6.1% | -20.8% | -26.8% |
| 1Y | -12.8% | +17.9% | -30.6% | -12.7% |
| All | +380.3% | +3.3% | +377.0% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling