+413.4%
INSM vs DUOL
-1.5%
+414.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +3.9% |
| 7D | +1.7% | -11.8% | +13.5% | +3.7% |
| 30D | -4.4% | +1.5% | -5.9% | -5.0% |
| 3M | +30.0% | +18.1% | +11.9% | +24.3% |
| 6M | -10.0% | +38.7% | -48.7% | -17.7% |
| YTD | -26.0% | -20.7% | -5.3% | -24.8% |
| 1Y | -12.5% | -49.1% | +36.6% | -4.5% |
| 3Y | +390.5% | -11.0% | +401.5% | +320.4% |
| 5Y | +357.7% | -18.0% | +375.7% | +241.2% |
| All | +413.4% | -1.5% | +414.9% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling