+55.8%
DOCS vs INSM
+336.8%
-281.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.3% |
| 7D | -1.3% | -2.5% | +1.2% | -1.2% |
| 30D | +19.4% | +3.4% | +16.0% | +19.2% |
| 3M | +53.4% | +9.8% | +43.6% | +51.9% |
| 6M | +28.8% | -22.0% | +50.8% | +29.6% |
| YTD | -25.1% | -37.5% | +12.4% | -23.7% |
| 1Y | -48.1% | -41.8% | -6.3% | -47.0% |
| All | +55.8% | +336.8% | -281.0% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling