+701.9%
INSM vs DRI
+331.7%
+370.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +5.9% | +1.1% | +4.8% | +5.5% |
| 30D | +23.9% | +9.7% | +14.2% | +19.5% |
| 3M | -4.1% | +3.2% | -7.3% | -5.5% |
| 6M | +2.7% | +20.6% | -17.9% | -5.4% |
| YTD | -30.4% | +28.3% | -58.6% | -38.1% |
| 1Y | -36.6% | +34.5% | -71.1% | -45.0% |
| 3Y | +406.9% | +66.5% | +340.4% | +289.7% |
| 5Y | +280.3% | +79.6% | +200.6% | +178.6% |
| All | +701.9% | +331.7% | +370.1% | +367.9% |
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