+833.7%
INSM vs NOC
+192.5%
+641.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | -2.2% | -9.7% | +7.5% | +0.6% |
| 3M | +33.8% | -5.6% | +39.4% | +35.8% |
| 6M | -7.2% | -28.6% | +21.4% | +1.6% |
| YTD | -25.6% | -7.9% | -17.8% | -24.4% |
| 1Y | -11.2% | -9.5% | -1.7% | -9.5% |
| 3Y | +388.3% | +28.4% | +360.0% | +333.5% |
| 5Y | +376.6% | +59.0% | +317.7% | +275.5% |
| All | +833.7% | +192.5% | +641.2% | +344.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling