-11.2%
INSM vs DGX
+32.7%
-43.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | -2.2% | -1.2% | -1.0% | -1.9% |
| 3M | +33.8% | +15.8% | +18.0% | +31.7% |
| 6M | -7.2% | +18.2% | -25.3% | -8.8% |
| YTD | -25.6% | +37.2% | -62.8% | -28.4% |
| 1Y | -11.2% | +30.4% | -41.6% | -13.2% |
| All | -11.2% | +32.7% | -43.9% | -13.2% |
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