-11.4%
INSM vs NVD
-61.9%
+50.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.4% |
| 7D | +6.5% | -11.1% | +17.6% | +6.1% |
| 30D | +27.5% | -13.3% | +40.8% | +27.1% |
| 3M | +20.4% | -19.8% | +40.2% | +19.9% |
| 6M | -15.7% | -48.8% | +33.1% | -17.0% |
| YTD | -27.4% | -49.7% | +22.2% | -28.5% |
| 1Y | -11.4% | -61.4% | +50.0% | -14.2% |
| All | -11.4% | -61.9% | +50.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling