-39.8%
INSM vs DKS
-29.5%
-10.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.7% | -2.4% | +4.5% |
| 7D | +13.4% | +8.4% | +5.0% | +12.6% |
| 30D | +5.9% | +7.7% | -1.7% | +5.2% |
| 3M | +11.4% | -25.8% | +37.1% | +11.8% |
| 6M | -21.4% | -31.0% | +9.6% | -20.7% |
| YTD | -36.8% | -23.8% | -13.0% | -36.8% |
| 1Y | -39.8% | -29.8% | -10.0% | -39.0% |
| All | -39.8% | -29.5% | -10.3% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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