+833.7%
INSM vs NVMI
+3,158.6%
-2,324.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +2.5% | -0.1% | +2.5% | +2.5% |
| 30D | -2.2% | -8.4% | +6.2% | +0.3% |
| 3M | +33.8% | -33.6% | +67.4% | +49.3% |
| 6M | -7.2% | -14.7% | +7.5% | -6.3% |
| YTD | -25.6% | +13.2% | -38.9% | -33.2% |
| 1Y | -11.2% | +29.0% | -40.3% | -25.5% |
| 3Y | +388.3% | +215.0% | +173.4% | +148.1% |
| 5Y | +376.6% | +268.6% | +108.1% | +113.1% |
| All | +833.7% | +3,158.6% | -2,324.9% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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