-24.3%
INSM vs NSC
+3,087.8%
-3,112.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.8% | -1.5% | +4.3% | +3.3% |
| 30D | -4.7% | -1.9% | -2.8% | -4.2% |
| 3M | +32.6% | +6.2% | +26.4% | +29.9% |
| 6M | -10.9% | +9.2% | -20.1% | -13.8% |
| YTD | -28.2% | +15.0% | -43.3% | -31.9% |
| 1Y | -14.9% | +21.1% | -35.9% | -20.6% |
| 3Y | +375.6% | +78.6% | +297.0% | +283.2% |
| 5Y | +349.1% | +45.9% | +303.2% | +282.8% |
| 10Y | +796.6% | +326.9% | +469.7% | +454.4% |
| All | -24.3% | +3,087.8% | -3,112.1% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling