+375.6%
INSM vs DPZ
-10.0%
+385.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | +2.8% | -1.5% | +4.2% | +3.0% |
| 30D | -4.7% | -4.4% | -0.3% | -4.2% |
| 3M | +32.6% | +7.6% | +25.0% | +30.0% |
| 6M | -10.9% | -16.9% | +6.1% | -7.0% |
| YTD | -28.2% | -18.6% | -9.6% | -24.7% |
| 1Y | -14.9% | -26.7% | +11.8% | -7.6% |
| 3Y | +375.6% | -9.3% | +384.9% | +376.5% |
| All | +375.6% | -10.0% | +385.6% | +376.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling