-39.8%
INSM vs DGX
+45.0%
-84.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.8% | +4.2% |
| 7D | +13.4% | +4.1% | +9.3% | +12.2% |
| 30D | +5.9% | +10.5% | -4.6% | +3.5% |
| 3M | +11.4% | +9.8% | +1.6% | +9.0% |
| 6M | -21.4% | +34.6% | -56.0% | -25.0% |
| YTD | -36.8% | +49.8% | -86.6% | -40.6% |
| 1Y | -39.8% | +46.0% | -85.8% | -42.5% |
| All | -39.8% | +45.0% | -84.8% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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