+357.7%
INSM vs DPZ
-34.0%
+391.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +4.3% |
| 7D | +1.7% | -7.3% | +9.0% | +3.8% |
| 30D | -4.4% | -7.6% | +3.2% | -2.5% |
| 3M | +30.0% | +1.8% | +28.2% | +27.5% |
| 6M | -10.0% | -21.8% | +11.8% | -3.5% |
| YTD | -26.0% | -22.0% | -4.0% | -20.8% |
| 1Y | -12.5% | -28.6% | +16.1% | -3.1% |
| 3Y | +390.5% | -13.1% | +403.6% | +383.3% |
| 5Y | +357.7% | -33.2% | +390.9% | +411.8% |
| All | +357.7% | -34.0% | +391.7% | +411.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling