-11.4%
INSM vs DPZ
-25.6%
+14.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.7% |
| 7D | +6.5% | -2.5% | +9.1% | +5.8% |
| 30D | +27.5% | -7.0% | +34.5% | +25.5% |
| 3M | +20.4% | +11.6% | +8.8% | +23.0% |
| 6M | -15.7% | -15.2% | -0.6% | -14.6% |
| YTD | -27.4% | -17.2% | -10.2% | -25.7% |
| 1Y | -11.4% | -24.8% | +13.5% | -6.7% |
| All | -11.4% | -25.6% | +14.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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