+87.1%
DOCN vs INSM
+232.5%
-145.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.4% | +1.1% |
| 7D | -12.1% | +14.4% | -26.5% | -14.2% |
| 30D | -41.0% | +18.8% | -59.8% | -43.0% |
| 3M | -38.7% | -11.3% | -27.4% | -37.7% |
| 6M | -51.5% | +17.9% | -69.4% | -53.8% |
| YTD | +65.3% | -31.3% | +96.6% | +72.1% |
| 1Y | +53.9% | -37.7% | +91.6% | +62.2% |
| 3Y | +215.6% | +403.1% | -187.6% | +101.2% |
| 5Y | -26.2% | +279.3% | -305.5% | -50.8% |
| All | +87.1% | +232.5% | -145.4% | +31.0% |
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 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