+386.0%
INSM vs DRI
+54.2%
+331.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.4% |
| 7D | +1.7% | -4.8% | +6.5% | +2.7% |
| 30D | -4.4% | -3.9% | -0.5% | -3.7% |
| 3M | +30.0% | +5.1% | +25.0% | +28.9% |
| 6M | -10.0% | +5.5% | -15.5% | -10.9% |
| YTD | -26.0% | +16.5% | -42.5% | -28.6% |
| 1Y | -12.5% | +2.0% | -14.5% | -12.5% |
| All | +386.0% | +54.2% | +331.9% | +300.1% |
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