-21.9%
INSM vs NOC
+2,440.5%
-2,462.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +1.7% | -1.6% | +3.3% | +2.2% |
| 30D | -4.4% | -10.4% | +6.0% | -1.4% |
| 3M | +30.0% | -5.6% | +35.7% | +32.1% |
| 6M | -10.0% | -30.4% | +20.4% | -0.2% |
| YTD | -26.0% | -8.5% | -17.5% | -24.5% |
| 1Y | -12.5% | -8.3% | -4.2% | -11.0% |
| 3Y | +390.5% | +28.2% | +362.3% | +338.8% |
| 5Y | +357.7% | +56.7% | +301.0% | +275.8% |
| 10Y | +877.2% | +189.3% | +687.9% | +544.7% |
| All | -21.9% | +2,440.5% | -2,462.4% | -64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling