+1,551.3%
INSM vs DG
+560.3%
+991.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.8% |
| 7D | +1.7% | -4.8% | +6.5% | +3.0% |
| 30D | -4.4% | +1.8% | -6.2% | -5.0% |
| 3M | +30.0% | +14.5% | +15.6% | +24.7% |
| 6M | -10.0% | -13.6% | +3.5% | -7.5% |
| YTD | -26.0% | -4.8% | -21.1% | -26.1% |
| 1Y | -12.5% | +21.6% | -34.1% | -19.0% |
| 3Y | +390.5% | +4.5% | +386.0% | +344.1% |
| 5Y | +357.7% | -38.5% | +396.2% | +389.8% |
| 10Y | +877.2% | +102.2% | +775.0% | +537.2% |
| All | +1,551.3% | +560.3% | +991.0% | +481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling