-39.3%
INSM vs DOC
+20.8%
-60.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | +8.6% | 0.0% | +8.6% | +8.6% |
| 30D | +22.0% | +6.6% | +15.4% | +22.0% |
| 3M | -10.7% | -1.1% | -9.6% | -11.4% |
| 6M | +1.8% | +4.8% | -3.0% | +0.2% |
| YTD | -32.2% | +32.1% | -64.2% | -32.3% |
| 1Y | -39.3% | +21.9% | -61.1% | -38.1% |
| All | -39.3% | +20.8% | -60.0% | -38.1% |
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