-38.7%
DOCS vs INSM
+308.2%
-346.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.7% |
| 7D | -0.8% | +1.6% | -2.4% | -1.0% |
| 30D | +17.4% | +12.5% | +5.0% | +15.3% |
| 3M | +57.4% | -13.7% | +71.0% | +59.6% |
| 6M | +26.5% | -16.5% | +43.1% | +26.8% |
| YTD | -26.6% | -34.3% | +7.7% | -23.9% |
| 1Y | -48.1% | -38.4% | -9.7% | -45.8% |
| 3Y | +52.6% | +379.9% | -327.3% | +2.3% |
| 5Y | -52.1% | +242.2% | -294.3% | -66.6% |
| All | -38.7% | +308.2% | -346.8% | -62.2% |
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