-21.6%
INSM vs NYT
+139.7%
-161.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | -2.2% | +4.6% | -6.8% | -3.4% |
| 3M | +33.8% | -9.6% | +43.4% | +36.6% |
| 6M | -7.2% | -14.0% | +6.8% | -3.9% |
| YTD | -25.6% | -2.8% | -22.8% | -25.7% |
| 1Y | -11.2% | +15.6% | -26.8% | -15.8% |
| 3Y | +388.3% | +56.3% | +332.0% | +319.4% |
| 5Y | +376.6% | +39.5% | +337.1% | +314.6% |
| 10Y | +881.9% | +488.0% | +393.8% | +493.0% |
| All | -21.6% | +139.7% | -161.2% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling