+388.3%
INSM vs DGX
+96.4%
+291.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | +33.8% | +15.8% | +18.0% | +32.8% |
| 6M | -7.2% | +18.2% | -25.3% | -8.0% |
| YTD | -25.6% | +37.2% | -62.8% | -26.7% |
| 1Y | -11.2% | +30.4% | -41.6% | -12.3% |
| 3Y | +388.3% | +96.7% | +291.6% | +381.3% |
| All | +388.3% | +96.4% | +291.9% | +381.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling