+833.7%
INSM vs NVS
+179.5%
+654.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.5% | -14.3% | +16.7% | +12.9% |
| 30D | -2.2% | -10.0% | +7.8% | +3.7% |
| 3M | +33.8% | -10.9% | +44.7% | +42.5% |
| 6M | -7.2% | -12.0% | +4.8% | +0.2% |
| YTD | -25.6% | +2.5% | -28.2% | -28.5% |
| 1Y | -11.2% | +10.7% | -21.9% | -19.9% |
| 3Y | +388.3% | +53.3% | +335.0% | +229.2% |
| 5Y | +376.6% | +93.6% | +283.0% | +152.7% |
| All | +833.7% | +179.5% | +654.2% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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