+791.3%
INSM vs NTNX
+148.8%
+642.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +2.5% | -3.1% | +5.6% | +3.2% |
| 30D | -2.2% | +2.0% | -4.1% | -2.9% |
| 3M | +33.8% | +34.0% | -0.2% | +24.1% |
| 6M | -7.2% | +72.4% | -79.6% | -20.4% |
| YTD | -25.6% | +27.5% | -53.2% | -31.7% |
| 1Y | -11.2% | -18.7% | +7.5% | -9.4% |
| 3Y | +388.3% | +80.8% | +307.6% | +276.6% |
| 5Y | +376.6% | +54.5% | +322.2% | +262.0% |
| All | +791.3% | +148.8% | +642.5% | +469.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling