-11.2%
INSM vs DKS
-38.6%
+27.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.6% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | -2.2% | -32.7% | +30.6% | -1.5% |
| 3M | +33.8% | -38.8% | +72.6% | +35.2% |
| 6M | -7.2% | -29.4% | +22.3% | -5.8% |
| YTD | -25.6% | -30.3% | +4.7% | -24.8% |
| 1Y | -11.2% | -39.6% | +28.4% | -10.4% |
| All | -11.2% | -38.6% | +27.4% | -10.4% |
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