-22.9%
INSM vs NVMI
+3,560.3%
-3,583.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.9% |
| 7D | +0.5% | +3.8% | -3.3% | 0.0% |
| 30D | -4.0% | -7.6% | +3.6% | -3.2% |
| 3M | +38.5% | -28.0% | +66.5% | +42.9% |
| 6M | -11.5% | -15.3% | +3.8% | -10.8% |
| YTD | -26.9% | +11.5% | -38.3% | -28.9% |
| 1Y | -12.8% | +31.6% | -44.4% | -17.4% |
| 3Y | +384.7% | +207.0% | +177.7% | +305.1% |
| 5Y | +368.8% | +262.8% | +106.0% | +282.4% |
| 10Y | +865.7% | +3,074.6% | -2,208.9% | +552.0% |
| All | -22.9% | +3,560.3% | -3,583.2% | -44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling