-21.6%
INSM vs NBIX
+637.3%
-658.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -2.2% | -0.2% | -2.0% | -2.1% |
| 3M | +33.8% | -4.0% | +37.8% | +34.8% |
| 6M | -7.2% | +20.6% | -27.8% | -11.4% |
| YTD | -25.6% | +10.1% | -35.8% | -27.6% |
| 1Y | -11.2% | +8.8% | -20.0% | -13.7% |
| 3Y | +388.3% | +42.5% | +345.9% | +338.0% |
| 5Y | +376.6% | +61.5% | +315.2% | +317.6% |
| 10Y | +881.9% | +217.6% | +664.3% | +643.3% |
| All | -21.6% | +637.3% | -658.9% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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