-11.4%
INSM vs DOC
+23.9%
-35.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.5% |
| 7D | +6.5% | -1.5% | +8.0% | +6.4% |
| 30D | +27.5% | -4.8% | +32.3% | +27.1% |
| 3M | +20.4% | +6.9% | +13.5% | +19.4% |
| 6M | -15.7% | +20.7% | -36.5% | -16.2% |
| YTD | -27.4% | +34.1% | -61.6% | -28.5% |
| 1Y | -11.4% | +22.6% | -34.0% | -12.6% |
| All | -11.4% | +23.9% | -35.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling