+357.7%
INSM vs DRI
+68.4%
+289.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.8% | +3.7% |
| 7D | +1.7% | -4.8% | +6.5% | +3.5% |
| 30D | -4.4% | -3.9% | -0.5% | -3.2% |
| 3M | +30.0% | +5.1% | +25.0% | +27.6% |
| 6M | -10.0% | +5.5% | -15.5% | -12.2% |
| YTD | -26.0% | +16.5% | -42.5% | -31.0% |
| 1Y | -12.5% | +2.0% | -14.5% | -14.3% |
| 3Y | +390.5% | +54.5% | +336.0% | +283.2% |
| 5Y | +357.7% | +66.6% | +291.1% | +224.8% |
| All | +357.7% | +68.4% | +289.3% | +224.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling