+388.3%
INSM vs DTE
+43.4%
+344.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.0% |
| 7D | +2.5% | -2.6% | +5.0% | +3.2% |
| 30D | -2.2% | -4.4% | +2.2% | -1.0% |
| 3M | +33.8% | -8.3% | +42.1% | +36.9% |
| 6M | -7.2% | -8.1% | +0.9% | -5.1% |
| YTD | -25.6% | +4.4% | -30.1% | -26.6% |
| 1Y | -11.2% | +0.2% | -11.4% | -11.4% |
| 3Y | +388.3% | +42.6% | +345.7% | +337.5% |
| All | +388.3% | +43.4% | +344.9% | +337.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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