+754.3%
INSM vs DOC
+21.1%
+733.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.7% |
| 7D | +6.2% | +5.9% | +0.4% | +3.8% |
| 30D | +15.4% | +10.3% | +5.1% | +10.8% |
| 3M | -11.4% | -2.2% | -9.2% | -10.7% |
| 6M | +14.6% | +8.2% | +6.4% | +10.0% |
| YTD | -33.3% | +35.4% | -68.6% | -42.9% |
| 1Y | -38.8% | +23.6% | -62.4% | -45.5% |
| 3Y | +395.7% | +57.3% | +338.5% | +286.2% |
| 5Y | +258.9% | -19.6% | +278.5% | +282.3% |
| 10Y | +754.3% | +20.8% | +733.5% | +668.6% |
| All | +754.3% | +21.1% | +733.2% | +668.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling