-37.3%
DOCS vs INSM
+330.8%
-368.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.3% |
| 7D | -4.2% | +9.8% | -14.0% | -5.4% |
| 30D | +8.6% | +22.5% | -13.9% | +5.5% |
| 3M | +27.2% | -8.9% | +36.1% | +28.2% |
| 6M | +26.5% | +16.2% | +10.3% | +21.3% |
| YTD | -25.0% | -30.6% | +5.6% | -22.8% |
| 1Y | -37.0% | -37.7% | +0.7% | -34.3% |
| 3Y | +39.4% | +408.4% | -369.0% | -7.4% |
| 5Y | -56.7% | +279.6% | -336.3% | -70.5% |
| All | -37.3% | +330.8% | -368.1% | -61.7% |
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 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