+817.9%
INSM vs NDAQ
+2,627.5%
-1,809.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +5.9% | +1.3% | +4.6% | +5.5% |
| 30D | +23.9% | +18.0% | +5.9% | +18.3% |
| 3M | -4.1% | +11.5% | -15.6% | -7.2% |
| 6M | +2.7% | +21.1% | -18.4% | -3.3% |
| YTD | -30.4% | +12.8% | -43.2% | -33.6% |
| 1Y | -36.6% | +25.7% | -62.3% | -41.3% |
| 3Y | +406.9% | +116.8% | +290.1% | +298.2% |
| 5Y | +280.3% | +67.3% | +213.0% | +220.7% |
| 10Y | +738.5% | +473.3% | +265.2% | +419.1% |
| All | +817.9% | +2,627.5% | -1,809.7% | +338.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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