+225.3%
INSM vs DOC
-22.1%
+247.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.5% | +6.2% | -8.8% | -4.5% |
| 30D | +3.4% | +6.5% | -3.1% | +1.2% |
| 3M | +9.8% | -6.2% | +16.1% | +11.7% |
| 6M | -22.0% | +25.6% | -47.6% | -29.4% |
| YTD | -37.5% | +32.1% | -69.6% | -44.9% |
| 1Y | -41.8% | +20.3% | -62.1% | -46.6% |
| 3Y | +337.7% | +42.7% | +294.9% | +262.5% |
| 5Y | +225.3% | -22.2% | +247.5% | +290.9% |
| All | +225.3% | -22.1% | +247.4% | +290.9% |
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