-21.9%
INSM vs DVA
+13,625.8%
-13,647.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | +1.7% | +2.0% | -0.3% | +1.3% |
| 30D | -4.4% | -0.4% | -4.0% | -4.4% |
| 3M | +30.0% | -7.7% | +37.7% | +31.2% |
| 6M | -10.0% | +20.0% | -30.0% | -14.9% |
| YTD | -26.0% | +61.1% | -87.1% | -34.8% |
| 1Y | -12.5% | +33.9% | -46.4% | -20.0% |
| 3Y | +390.5% | +91.5% | +298.9% | +307.9% |
| 5Y | +357.7% | +41.8% | +315.9% | +294.6% |
| 10Y | +877.2% | +187.5% | +689.7% | +597.9% |
| All | -21.9% | +13,625.8% | -13,647.7% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling