+336.3%
INSM vs DOCU
+107.7%
+228.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.8% | -0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.7% |
| 30D | +3.4% | +15.7% | -12.3% | -0.7% |
| 3M | +9.8% | +37.3% | -27.4% | -0.3% |
| 6M | -22.0% | +63.1% | -85.1% | -33.5% |
| YTD | -37.5% | +15.4% | -52.9% | -42.0% |
| 1Y | -41.8% | +11.3% | -53.1% | -45.7% |
| 3Y | +337.7% | +92.1% | +245.6% | +217.9% |
| 5Y | +225.3% | -70.5% | +295.8% | +282.3% |
| All | +336.3% | +107.7% | +228.6% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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