+388.3%
INSM vs DLTR
+1.4%
+386.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +2.5% | -10.1% | +12.6% | +2.8% |
| 30D | -2.2% | -8.1% | +5.9% | -1.9% |
| 3M | +33.8% | +2.9% | +30.9% | +33.7% |
| 6M | -7.2% | +4.3% | -11.5% | -7.3% |
| YTD | -25.6% | -3.9% | -21.7% | -25.7% |
| 1Y | -11.2% | +18.9% | -30.1% | -11.2% |
| 3Y | +388.3% | +1.9% | +386.4% | +339.8% |
| All | +388.3% | +1.4% | +386.9% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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