+953.1%
INSM vs NWSA
+122.3%
+830.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +1.7% | -3.1% | +4.8% | +3.3% |
| 30D | -4.4% | +4.3% | -8.7% | -6.6% |
| 3M | +30.0% | +9.2% | +20.8% | +23.7% |
| 6M | -10.0% | +21.6% | -31.6% | -19.9% |
| YTD | -26.0% | +14.2% | -40.2% | -32.4% |
| 1Y | -12.5% | +1.8% | -14.3% | -15.6% |
| 3Y | +390.5% | +44.4% | +346.0% | +283.5% |
| 5Y | +357.7% | +41.0% | +316.8% | +251.0% |
| 10Y | +877.2% | +150.0% | +727.2% | +378.9% |
| All | +953.1% | +122.3% | +830.8% | +462.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling