-52.9%
DOCS vs INSM
+278.6%
-331.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | +2.6% | +5.9% | -3.3% | +1.8% |
| 30D | +11.4% | +23.9% | -12.5% | +8.2% |
| 3M | +25.4% | -4.1% | +29.5% | +25.5% |
| 6M | +42.5% | +2.7% | +39.9% | +39.7% |
| YTD | -24.7% | -30.4% | +5.7% | -22.6% |
| 1Y | -32.9% | -36.6% | +3.6% | -30.3% |
| 3Y | +39.6% | +406.9% | -367.3% | -5.5% |
| All | -52.9% | +278.6% | -331.5% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling