-21.9%
INSM vs NI
+1,576.2%
-1,598.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | +1.7% | +1.3% | +0.4% | +1.3% |
| 30D | -4.4% | -0.3% | -4.2% | -4.4% |
| 3M | +30.0% | -9.5% | +39.5% | +34.2% |
| 6M | -10.0% | -10.2% | +0.2% | -6.8% |
| YTD | -26.0% | +1.8% | -27.8% | -26.5% |
| 1Y | -12.5% | +5.7% | -18.2% | -14.5% |
| 3Y | +390.5% | +69.6% | +320.9% | +305.6% |
| 5Y | +357.7% | +95.8% | +261.9% | +256.6% |
| 10Y | +877.2% | +145.1% | +732.1% | +603.5% |
| All | -21.9% | +1,576.2% | -1,598.1% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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