-39.8%
INSM vs DRI
+34.0%
-73.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +4.9% |
| 7D | +13.4% | +6.5% | +6.9% | +12.9% |
| 30D | +5.9% | +16.4% | -10.5% | +5.4% |
| 3M | +11.4% | +13.6% | -2.3% | +11.6% |
| 6M | -21.4% | +22.0% | -43.4% | -20.2% |
| YTD | -36.8% | +29.3% | -66.1% | -32.3% |
| 1Y | -39.8% | +32.0% | -71.8% | -35.8% |
| All | -39.8% | +34.0% | -73.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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