+388.3%
INSM vs DUOL
-9.6%
+398.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | +2.5% | -7.0% | +9.4% | +3.0% |
| 30D | -2.2% | +6.7% | -8.9% | -2.9% |
| 3M | +33.8% | +16.0% | +17.8% | +30.6% |
| 6M | -7.2% | +45.4% | -52.6% | -13.0% |
| YTD | -25.6% | -18.1% | -7.5% | -23.7% |
| 1Y | -11.2% | -53.6% | +42.3% | -0.6% |
| 3Y | +388.3% | -11.0% | +399.3% | +304.2% |
| All | +388.3% | -9.6% | +398.0% | +304.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling