+388.3%
INSM vs NSC
+73.4%
+315.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +2.5% | -2.8% | +5.3% | +2.8% |
| 30D | -2.2% | -4.5% | +2.3% | -1.6% |
| 3M | +33.8% | +3.5% | +30.3% | +33.2% |
| 6M | -7.2% | +8.5% | -15.7% | -8.3% |
| YTD | -25.6% | +12.3% | -38.0% | -26.8% |
| 1Y | -11.2% | +18.9% | -30.2% | -13.4% |
| 3Y | +388.3% | +74.1% | +314.2% | +363.6% |
| All | +388.3% | +73.4% | +315.0% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling