+814.8%
INSM vs NDAQ
+2,658.0%
-1,843.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +9.8% | 0.0% | +9.8% | +9.8% |
| 30D | +22.5% | +16.3% | +6.2% | +17.4% |
| 3M | -8.9% | +15.8% | -24.7% | -12.8% |
| 6M | +16.2% | +24.8% | -8.6% | +8.6% |
| YTD | -30.6% | +14.1% | -44.7% | -34.0% |
| 1Y | -37.7% | +26.5% | -64.2% | -42.5% |
| 3Y | +408.4% | +119.1% | +289.3% | +298.2% |
| 5Y | +279.6% | +70.9% | +208.7% | +218.1% |
| 10Y | +735.6% | +479.7% | +255.9% | +415.8% |
| All | +814.8% | +2,658.0% | -1,843.2% | +336.0% |
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