-23.5%
INSM vs DOC
+712.3%
-735.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +6.5% | -1.5% | +8.0% | +6.9% |
| 30D | +27.5% | -4.8% | +32.3% | +28.8% |
| 3M | +20.4% | +6.9% | +13.5% | +17.8% |
| 6M | -15.7% | +20.7% | -36.5% | -20.7% |
| YTD | -27.4% | +34.1% | -61.6% | -33.8% |
| 1Y | -11.4% | +22.6% | -34.0% | -17.3% |
| 3Y | +457.8% | +20.8% | +437.0% | +417.1% |
| 5Y | +343.0% | -24.9% | +367.8% | +363.8% |
| 10Y | +848.1% | -1.8% | +849.9% | +810.8% |
| All | -23.5% | +712.3% | -735.8% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling