+818.3%
INSM vs DPZ
+145.4%
+672.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.5% | -8.6% | +9.0% | +2.8% |
| 30D | -4.0% | -11.2% | +7.2% | -1.1% |
| 3M | +38.5% | +1.4% | +37.1% | +36.3% |
| 6M | -11.5% | -19.9% | +8.4% | -7.1% |
| YTD | -26.9% | -23.0% | -3.8% | -22.5% |
| 1Y | -12.8% | -28.2% | +15.4% | -5.7% |
| 3Y | +384.7% | -14.2% | +398.9% | +386.7% |
| 5Y | +368.8% | -33.4% | +402.2% | +395.4% |
| All | +818.3% | +145.4% | +672.9% | +632.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling