+417.6%
INSM vs NVT
+731.8%
-314.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -3.0% | -0.2% |
| 7D | +2.5% | +4.1% | -1.6% | +0.7% |
| 30D | -2.2% | -5.1% | +3.0% | -0.5% |
| 3M | +33.8% | -1.2% | +35.0% | +31.9% |
| 6M | -7.2% | +46.6% | -53.7% | -22.7% |
| YTD | -25.6% | +60.0% | -85.6% | -40.8% |
| 1Y | -11.2% | +70.8% | -82.0% | -32.4% |
| 3Y | +388.3% | +187.5% | +200.8% | +162.0% |
| 5Y | +376.6% | +426.1% | -49.5% | +71.2% |
| All | +417.6% | +731.8% | -314.1% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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