-37.4%
DOCS vs INSM
+321.2%
-358.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.2% |
| 7D | +0.1% | +8.6% | -8.5% | -1.1% |
| 30D | +8.7% | +22.0% | -13.3% | +5.6% |
| 3M | +32.9% | -10.7% | +43.6% | +34.2% |
| 6M | +25.5% | +1.8% | +23.7% | +22.9% |
| YTD | -25.0% | -32.2% | +7.1% | -22.6% |
| 1Y | -34.9% | -39.3% | +4.4% | -31.8% |
| 3Y | +39.3% | +397.1% | -357.8% | -7.2% |
| 5Y | -54.8% | +270.6% | -325.4% | -69.1% |
| All | -37.4% | +321.2% | -358.6% | -61.6% |
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