-39.8%
INSM vs NOC
-7.1%
-32.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.9% | +6.5% |
| 7D | +13.4% | -5.0% | +18.4% | +14.9% |
| 30D | +5.9% | +10.3% | -4.4% | +2.8% |
| 3M | +11.4% | -4.3% | +15.7% | +12.9% |
| 6M | -21.4% | -6.5% | -14.9% | -20.2% |
| YTD | -36.8% | -6.7% | -30.1% | -36.3% |
| 1Y | -39.8% | -7.5% | -32.3% | -39.7% |
| All | -39.8% | -7.1% | -32.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling