+406.9%
INSM vs DRI
+68.2%
+338.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.5% |
| 7D | +5.9% | +1.1% | +4.8% | +5.7% |
| 30D | +23.9% | +9.7% | +14.2% | +21.9% |
| 3M | -4.1% | +3.2% | -7.3% | -4.7% |
| 6M | +2.7% | +20.6% | -17.9% | -0.6% |
| YTD | -30.4% | +28.3% | -58.6% | -33.8% |
| 1Y | -36.6% | +34.5% | -71.1% | -40.5% |
| 3Y | +406.9% | +66.5% | +340.4% | +330.6% |
| All | +406.9% | +68.2% | +338.7% | +330.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling