+298.7%
INSM vs NTR
+97.9%
+200.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +1.8% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | -2.2% | +16.8% | -18.9% | -8.5% |
| 3M | +33.8% | +20.7% | +13.1% | +22.8% |
| 6M | -7.2% | +0.5% | -7.7% | -8.0% |
| YTD | -25.6% | +29.2% | -54.8% | -34.5% |
| 1Y | -11.2% | +39.6% | -50.8% | -24.9% |
| 3Y | +388.3% | +37.9% | +350.5% | +302.1% |
| 5Y | +376.6% | +47.1% | +329.6% | +222.8% |
| All | +298.7% | +97.9% | +200.7% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling