+367.9%
INSM vs NSC
+42.7%
+325.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.9% |
| 7D | +2.5% | -2.8% | +5.3% | +3.2% |
| 30D | -2.2% | -4.5% | +2.3% | -1.1% |
| 3M | +33.8% | +3.5% | +30.3% | +32.4% |
| 6M | -7.2% | +8.5% | -15.7% | -9.5% |
| YTD | -25.6% | +12.3% | -38.0% | -28.2% |
| 1Y | -11.2% | +18.9% | -30.2% | -15.7% |
| 3Y | +388.3% | +74.1% | +314.2% | +302.9% |
| All | +367.9% | +42.7% | +325.2% | +319.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling