+84.2%
DOCN vs INSM
+223.0%
-138.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.6% | +7.8% |
| 7D | -12.8% | +6.2% | -19.0% | -13.7% |
| 30D | -41.9% | +15.4% | -57.3% | -43.6% |
| 3M | -36.9% | -11.4% | -25.5% | -35.9% |
| 6M | -52.2% | +14.6% | -66.8% | -54.3% |
| YTD | +62.7% | -33.3% | +96.0% | +70.3% |
| 1Y | +58.2% | -38.8% | +97.0% | +67.3% |
| 3Y | +219.5% | +395.7% | -176.3% | +103.3% |
| 5Y | -32.9% | +258.9% | -291.8% | -54.7% |
| All | +84.2% | +223.0% | -138.8% | +29.7% |
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