-39.8%
INSM vs NYT
+16.5%
-56.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.4% |
| 7D | +13.4% | -3.9% | +17.3% | +13.7% |
| 30D | +5.9% | +4.3% | +1.7% | +5.9% |
| 3M | +11.4% | -11.7% | +23.1% | +13.2% |
| 6M | -21.4% | -14.4% | -7.0% | -17.6% |
| YTD | -36.8% | -3.0% | -33.8% | -30.7% |
| 1Y | -39.8% | +16.5% | -56.4% | -31.0% |
| All | -39.8% | +16.5% | -56.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling