+529.5%
INSM vs NXT
+181.9%
+347.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.6% |
| 30D | -4.7% | -17.2% | +12.5% | -4.0% |
| 3M | +32.6% | -32.0% | +64.6% | +34.6% |
| 6M | -10.9% | -15.8% | +4.9% | -10.0% |
| YTD | -28.2% | -1.9% | -26.3% | -27.9% |
| 1Y | -14.9% | +22.5% | -37.3% | -15.2% |
| 3Y | +375.6% | +100.5% | +275.1% | +343.6% |
| All | +529.5% | +181.9% | +347.6% | +461.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling