+367.9%
INSM vs NTRS
+93.2%
+274.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +2.5% | +1.4% | +1.1% | +2.0% |
| 30D | -2.2% | -0.7% | -1.5% | -2.0% |
| 3M | +33.8% | +11.3% | +22.5% | +29.0% |
| 6M | -7.2% | +35.5% | -42.7% | -15.9% |
| YTD | -25.6% | +40.6% | -66.2% | -33.7% |
| 1Y | -11.2% | +49.2% | -60.4% | -22.6% |
| 3Y | +388.3% | +167.2% | +221.1% | +239.8% |
| All | +367.9% | +93.2% | +274.7% | +262.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling