-50.3%
DOCS vs INSM
+350.6%
-400.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | -1.4% | +6.5% | -8.0% | -2.3% |
| 30D | +21.8% | +27.5% | -5.7% | +16.4% |
| 3M | +27.3% | +20.4% | +6.9% | +22.2% |
| 6M | -0.3% | -15.7% | +15.4% | -0.1% |
| YTD | -40.5% | -27.4% | -13.1% | -38.9% |
| 1Y | -61.5% | -11.4% | -50.1% | -62.2% |
| 3Y | +8.2% | +457.8% | -449.6% | -31.1% |
| 5Y | -73.4% | +343.0% | -416.4% | -82.7% |
| All | -50.3% | +350.6% | -400.8% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling