+367.9%
INSM vs DVA
+46.8%
+321.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | -2.2% | 0.0% | -2.2% | -2.2% |
| 3M | +33.8% | -10.9% | +44.7% | +35.3% |
| 6M | -7.2% | +17.3% | -24.4% | -10.9% |
| YTD | -25.6% | +59.8% | -85.4% | -33.1% |
| 1Y | -11.2% | +36.3% | -47.5% | -17.7% |
| 3Y | +388.3% | +88.6% | +299.7% | +329.6% |
| All | +367.9% | +46.8% | +321.0% | +295.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling