-41.8%
INSM vs DOC
+21.7%
-63.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.5% | +6.2% | -8.8% | -2.4% |
| 30D | +3.4% | +6.5% | -3.1% | +3.3% |
| 3M | +9.8% | -6.2% | +16.1% | +8.5% |
| 6M | -22.0% | +25.6% | -47.6% | -23.4% |
| YTD | -37.5% | +32.1% | -69.6% | -38.0% |
| 1Y | -41.8% | +20.3% | -62.1% | -40.6% |
| All | -41.8% | +21.7% | -63.5% | -40.6% |
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