+70.5%
DOCN vs INSM
+218.3%
-147.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.6% |
| 7D | -19.2% | +1.6% | -20.8% | -19.4% |
| 30D | -43.1% | +12.4% | -55.5% | -44.4% |
| 3M | -40.7% | -13.7% | -27.0% | -39.5% |
| 6M | -55.0% | -16.5% | -38.4% | -54.5% |
| YTD | +50.6% | -34.3% | +84.9% | +58.0% |
| 1Y | +54.0% | -38.4% | +92.3% | +62.5% |
| 3Y | +203.9% | +379.9% | -176.0% | +95.8% |
| 5Y | -29.4% | +242.2% | -271.6% | -51.9% |
| All | +70.5% | +218.3% | -147.8% | +20.3% |
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