+406.9%
INSM vs DPZ
-4.7%
+411.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.3% |
| 7D | +5.9% | +2.2% | +3.7% | +5.6% |
| 30D | +23.9% | +15.5% | +8.4% | +21.8% |
| 3M | -4.1% | -2.0% | -2.1% | -4.0% |
| 6M | +2.7% | +12.1% | -9.5% | -0.2% |
| YTD | -30.4% | -16.6% | -13.8% | -27.1% |
| 1Y | -36.6% | -14.6% | -22.0% | -34.0% |
| 3Y | +406.9% | -4.1% | +411.1% | +400.1% |
| All | +406.9% | -4.7% | +411.7% | +400.1% |
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