-11.2%
INSM vs NYT
+17.8%
-29.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +2.5% | -0.6% | +3.1% | +2.5% |
| 30D | -2.2% | +4.6% | -6.8% | -2.6% |
| 3M | +33.8% | -9.6% | +43.4% | +35.2% |
| 6M | -7.2% | -14.0% | +6.8% | -2.3% |
| YTD | -25.6% | -2.8% | -22.8% | -19.1% |
| 1Y | -11.2% | +15.6% | -26.8% | -4.1% |
| All | -11.2% | +17.8% | -29.1% | -4.1% |
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