+237.5%
DOCN vs INSM
+416.0%
-178.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.6% | -6.8% | -4.4% |
| 7D | +19.1% | +5.9% | +13.2% | +18.6% |
| 30D | -21.0% | +23.9% | -44.9% | -22.4% |
| 3M | -34.7% | -4.1% | -30.7% | -34.6% |
| 6M | -45.8% | +2.7% | -48.5% | -46.2% |
| YTD | +79.4% | -30.4% | +109.8% | +82.8% |
| 1Y | +91.0% | -36.6% | +127.6% | +95.5% |
| 3Y | +237.5% | +406.9% | -169.5% | +207.7% |
| All | +237.5% | +416.0% | -178.6% | +207.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling