+441.9%
INSM vs NTRA
+1,727.4%
-1,285.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -2.2% | +4.1% | -6.3% | -3.2% |
| 3M | +33.8% | +50.0% | -16.2% | +17.7% |
| 6M | -7.2% | +67.3% | -74.5% | -21.3% |
| YTD | -25.6% | +43.6% | -69.2% | -34.5% |
| 1Y | -11.2% | +89.2% | -100.5% | -27.9% |
| 3Y | +388.3% | +502.5% | -114.2% | +175.2% |
| 5Y | +376.6% | +173.8% | +202.9% | +202.9% |
| 10Y | +881.9% | +3,189.3% | -2,307.4% | +179.9% |
| All | +441.9% | +1,727.4% | -1,285.5% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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