+515.3%
INSM vs NIO
-51.7%
+567.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.9% | +7.5% | +3.4% |
| 7D | +5.9% | -14.5% | +20.4% | +8.3% |
| 30D | +23.9% | -15.0% | +38.9% | +26.9% |
| 3M | -4.1% | -35.6% | +31.5% | +2.1% |
| 6M | +2.7% | -55.7% | +58.3% | +15.2% |
| YTD | -30.4% | -43.1% | +12.8% | -25.2% |
| 1Y | -36.6% | -53.5% | +17.0% | -30.0% |
| 3Y | +406.9% | -59.8% | +466.8% | +435.4% |
| 5Y | +280.3% | -93.2% | +373.5% | +385.7% |
| All | +515.3% | -51.7% | +567.0% | +456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling