-22.9%
INSM vs DTE
+1,259.8%
-1,282.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.7% |
| 7D | +0.5% | -2.0% | +2.5% | +1.3% |
| 30D | -4.0% | -2.4% | -1.6% | -3.1% |
| 3M | +38.5% | -7.3% | +45.8% | +42.5% |
| 6M | -11.5% | -7.6% | -3.9% | -8.9% |
| YTD | -26.9% | +5.8% | -32.7% | -28.8% |
| 1Y | -12.8% | +2.3% | -15.1% | -14.1% |
| 3Y | +384.7% | +45.0% | +339.7% | +310.4% |
| 5Y | +368.8% | +33.2% | +335.6% | +305.0% |
| 10Y | +865.7% | +141.4% | +724.3% | +545.3% |
| All | -22.9% | +1,259.8% | -1,282.6% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling