+856.7%
INSM vs NDAQ
+2,327.9%
-1,471.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | +0.2% |
| 7D | +6.5% | -2.4% | +9.0% | +7.2% |
| 30D | +27.5% | +2.5% | +25.1% | +26.6% |
| 3M | +20.4% | +9.9% | +10.4% | +16.7% |
| 6M | -15.7% | +9.4% | -25.2% | -18.4% |
| YTD | -27.4% | +0.4% | -27.9% | -28.4% |
| 1Y | -11.4% | +4.0% | -15.4% | -13.6% |
| 3Y | +457.8% | +94.4% | +363.4% | +351.3% |
| 5Y | +343.0% | +56.7% | +286.2% | +280.9% |
| 10Y | +848.1% | +375.3% | +472.8% | +517.2% |
| All | +856.7% | +2,327.9% | -1,471.2% | +373.1% |
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