+388.3%
INSM vs NWSA
+43.3%
+345.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -2.8% | +5.3% | +3.1% |
| 30D | -2.2% | +3.0% | -5.2% | -2.9% |
| 3M | +33.8% | +12.3% | +21.5% | +30.5% |
| 6M | -7.2% | +21.9% | -29.0% | -12.1% |
| YTD | -25.6% | +13.6% | -39.2% | -28.3% |
| 1Y | -11.2% | +0.5% | -11.7% | -11.0% |
| 3Y | +388.3% | +43.8% | +344.6% | +335.0% |
| All | +388.3% | +43.3% | +345.1% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling