+367.9%
INSM vs NTR
+45.7%
+322.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | -2.2% | +16.8% | -18.9% | -5.4% |
| 3M | +33.8% | +20.7% | +13.1% | +28.1% |
| 6M | -7.2% | +0.5% | -7.7% | -7.6% |
| YTD | -25.6% | +29.2% | -54.8% | -30.0% |
| 1Y | -11.2% | +39.6% | -50.8% | -18.0% |
| 3Y | +388.3% | +37.9% | +350.5% | +345.5% |
| All | +367.9% | +45.7% | +322.2% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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