-11.2%
INSM vs DUOL
-51.5%
+40.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.5% |
| 7D | +2.5% | -7.0% | +9.4% | +1.3% |
| 30D | -2.2% | +6.7% | -8.9% | -0.7% |
| 3M | +33.8% | +16.0% | +17.8% | +37.8% |
| 6M | -7.2% | +45.4% | -52.6% | -2.3% |
| YTD | -25.6% | -18.1% | -7.5% | -21.7% |
| 1Y | -11.2% | -53.6% | +42.3% | -7.4% |
| All | -11.2% | -51.5% | +40.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling