+552.3%
INSM vs NXT
+173.5%
+378.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.6% |
| 7D | +2.5% | -1.9% | +4.4% | +2.5% |
| 30D | -2.2% | -20.0% | +17.9% | -1.2% |
| 3M | +33.8% | -30.7% | +64.5% | +35.8% |
| 6M | -7.2% | -29.0% | +21.8% | -5.8% |
| YTD | -25.6% | -4.8% | -20.8% | -25.2% |
| 1Y | -11.2% | +22.8% | -34.0% | -11.6% |
| 3Y | +388.3% | +93.9% | +294.4% | +356.3% |
| All | +552.3% | +173.5% | +378.8% | +482.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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