+164.6%
DOCN vs INSM
+251.4%
-86.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | +1.1% | +6.5% | -5.4% | 0.0% |
| 30D | -9.6% | +27.5% | -37.2% | -14.4% |
| 3M | -37.7% | +20.4% | -58.1% | -40.5% |
| 6M | +115.2% | -15.7% | +131.0% | +117.4% |
| YTD | +133.7% | -27.4% | +161.2% | +142.1% |
| 1Y | +250.2% | -11.4% | +261.5% | +245.4% |
| 3Y | +320.3% | +457.8% | -137.5% | +156.9% |
| 5Y | +53.1% | +343.0% | -289.9% | -1.1% |
| All | +164.6% | +251.4% | -86.8% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling