+368.8%
INSM vs DG
-39.4%
+408.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +0.5% | -6.3% | +6.8% | +0.8% |
| 30D | -4.0% | +2.4% | -6.4% | -4.1% |
| 3M | +38.5% | +12.4% | +26.1% | +37.4% |
| 6M | -11.5% | -14.9% | +3.4% | -10.7% |
| YTD | -26.9% | -6.1% | -20.8% | -26.8% |
| 1Y | -12.8% | +17.9% | -30.6% | -14.0% |
| 3Y | +384.7% | +3.1% | +381.5% | +368.1% |
| 5Y | +368.8% | -38.7% | +407.5% | +437.1% |
| All | +368.8% | -39.4% | +408.2% | +437.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling