+103.1%
DOCN vs INSM
+237.1%
-134.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.6% |
| 7D | +19.1% | +5.9% | +13.2% | +17.9% |
| 30D | -21.0% | +23.9% | -44.9% | -24.2% |
| 3M | -34.7% | -4.1% | -30.7% | -34.6% |
| 6M | -45.8% | +2.7% | -48.5% | -46.9% |
| YTD | +79.4% | -30.4% | +109.8% | +86.3% |
| 1Y | +91.0% | -36.6% | +127.6% | +100.6% |
| 3Y | +237.5% | +406.9% | -169.5% | +115.2% |
| 5Y | -30.4% | +280.3% | -310.7% | -53.6% |
| All | +103.1% | +237.1% | -134.0% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling