-24.3%
INSM vs DRI
+3,802.5%
-3,826.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | -4.7% | -0.4% | -4.3% | -4.7% |
| 3M | +32.6% | +9.5% | +23.1% | +29.0% |
| 6M | -10.9% | +6.5% | -17.3% | -12.9% |
| YTD | -28.2% | +18.4% | -46.7% | -32.3% |
| 1Y | -14.9% | +4.2% | -19.1% | -17.1% |
| 3Y | +375.6% | +57.1% | +318.5% | +306.0% |
| 5Y | +349.1% | +70.4% | +278.7% | +272.0% |
| 10Y | +796.6% | +354.0% | +442.5% | +449.4% |
| All | -24.3% | +3,802.5% | -3,826.8% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling