-11.2%
INSM vs DRI
+2.4%
-13.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.7% |
| 7D | +2.5% | -3.2% | +5.7% | +2.3% |
| 30D | -2.2% | -7.8% | +5.6% | -2.7% |
| 3M | +33.8% | +0.4% | +33.4% | +34.3% |
| 6M | -7.2% | +4.8% | -12.0% | -6.2% |
| YTD | -25.6% | +16.7% | -42.4% | -21.2% |
| 1Y | -11.2% | +1.5% | -12.7% | -3.7% |
| All | -11.2% | +2.4% | -13.6% | -3.7% |
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