+415.2%
INSM vs NVT
+712.1%
-296.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.1% |
| 7D | +1.7% | +7.0% | -5.3% | -1.2% |
| 30D | -4.4% | -2.3% | -2.1% | -4.0% |
| 3M | +30.0% | -3.1% | +33.1% | +29.4% |
| 6M | -10.0% | +47.0% | -57.0% | -25.2% |
| YTD | -26.0% | +56.2% | -82.2% | -40.5% |
| 1Y | -12.5% | +74.5% | -87.0% | -34.1% |
| 3Y | +390.5% | +184.0% | +206.5% | +164.0% |
| 5Y | +357.7% | +410.8% | -53.1% | +66.6% |
| All | +415.2% | +712.1% | -296.9% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling