-21.6%
INSM vs DGX
+1,876.6%
-1,898.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.1% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | -2.2% | -1.2% | -1.0% | -1.8% |
| 3M | +33.8% | +15.8% | +18.0% | +27.3% |
| 6M | -7.2% | +18.2% | -25.3% | -12.5% |
| YTD | -25.6% | +37.2% | -62.8% | -33.5% |
| 1Y | -11.2% | +30.4% | -41.6% | -19.4% |
| 3Y | +388.3% | +96.7% | +291.6% | +280.0% |
| 5Y | +376.6% | +67.2% | +309.5% | +288.6% |
| 10Y | +881.9% | +253.9% | +627.9% | +518.6% |
| All | -21.6% | +1,876.6% | -1,898.2% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling