+833.7%
INSM vs NTRS
+259.9%
+573.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +2.5% | +1.4% | +1.1% | +1.8% |
| 30D | -2.2% | -0.7% | -1.5% | -1.9% |
| 3M | +33.8% | +11.3% | +22.5% | +27.0% |
| 6M | -7.2% | +35.5% | -42.7% | -19.5% |
| YTD | -25.6% | +40.6% | -66.2% | -37.0% |
| 1Y | -11.2% | +49.2% | -60.4% | -27.2% |
| 3Y | +388.3% | +167.2% | +221.1% | +191.1% |
| 5Y | +376.6% | +94.9% | +281.7% | +223.4% |
| All | +833.7% | +259.9% | +573.8% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling