+818.3%
INSM vs DRI
+348.7%
+469.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | +0.5% | -4.8% | +5.3% | +2.5% |
| 30D | -4.0% | -5.2% | +1.2% | -2.0% |
| 3M | +38.5% | +2.7% | +35.8% | +36.6% |
| 6M | -11.5% | +3.6% | -15.1% | -13.5% |
| YTD | -26.9% | +15.4% | -42.3% | -32.1% |
| 1Y | -12.8% | +1.3% | -14.0% | -15.2% |
| 3Y | +384.7% | +53.1% | +331.6% | +284.4% |
| 5Y | +368.8% | +64.6% | +304.2% | +254.2% |
| All | +818.3% | +348.7% | +469.6% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling