+3,381.1%
INSM vs DKS
+6,026.4%
-2,645.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +1.7% | -2.9% | +4.6% | +2.4% |
| 30D | -4.4% | -37.7% | +33.3% | +5.3% |
| 3M | +30.0% | -38.9% | +69.0% | +43.4% |
| 6M | -10.0% | -31.1% | +21.1% | -3.9% |
| YTD | -26.0% | -31.8% | +5.8% | -21.1% |
| 1Y | -12.5% | -38.0% | +25.5% | -5.2% |
| 3Y | +390.5% | +28.6% | +361.9% | +328.1% |
| 5Y | +357.7% | +12.5% | +345.2% | +295.0% |
| 10Y | +877.2% | +198.3% | +678.9% | +495.3% |
| All | +3,381.1% | +6,026.4% | -2,645.4% | +700.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling