-11.4%
INSM vs NOC
-10.0%
-1.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +6.5% | -5.2% | +11.7% | +8.0% |
| 30D | +27.5% | -7.2% | +34.7% | +30.2% |
| 3M | +20.4% | -5.1% | +25.5% | +22.2% |
| 6M | -15.7% | -31.1% | +15.3% | -13.5% |
| YTD | -27.4% | -8.6% | -18.9% | -24.3% |
| 1Y | -11.4% | -9.7% | -1.7% | -8.2% |
| All | -11.4% | -10.0% | -1.4% | -8.2% |
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