+367.9%
INSM vs NTNX
+54.0%
+313.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +2.5% | -3.1% | +5.6% | +3.0% |
| 30D | -2.2% | +2.0% | -4.1% | -2.7% |
| 3M | +33.8% | +34.0% | -0.2% | +26.5% |
| 6M | -7.2% | +72.4% | -79.6% | -17.4% |
| YTD | -25.6% | +27.5% | -53.2% | -29.8% |
| 1Y | -11.2% | -18.7% | +7.5% | -8.0% |
| 3Y | +388.3% | +80.8% | +307.6% | +274.5% |
| All | +367.9% | +54.0% | +313.8% | +268.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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