+250.2%
DOCN vs INSM
-11.6%
+261.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | +1.1% | +6.5% | -5.4% | +0.8% |
| 30D | -9.6% | +27.5% | -37.2% | -10.7% |
| 3M | -37.7% | +20.4% | -58.1% | -37.9% |
| 6M | +115.2% | -15.7% | +131.0% | +120.1% |
| YTD | +133.7% | -27.4% | +161.2% | +138.8% |
| 1Y | +250.2% | -11.4% | +261.5% | +219.0% |
| All | +250.2% | -11.6% | +261.8% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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