+279.3%
INSM vs DOC
-20.0%
+299.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | +14.4% | +4.3% | +10.1% | +12.9% |
| 30D | +18.8% | +9.2% | +9.6% | +15.4% |
| 3M | -11.3% | -0.8% | -10.5% | -11.2% |
| 6M | +17.9% | +7.1% | +10.8% | +14.2% |
| YTD | -31.3% | +34.0% | -65.3% | -39.7% |
| 1Y | -37.7% | +23.2% | -60.9% | -43.4% |
| 3Y | +403.1% | +53.6% | +349.5% | +302.8% |
| 5Y | +279.3% | -20.4% | +299.8% | +351.6% |
| All | +279.3% | -20.0% | +299.3% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling