+244.8%
NEE vs INSM
+884.9%
-640.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.4% |
| 30D | -3.3% | -2.2% | -1.2% | -3.3% |
| 3M | -2.3% | +33.8% | -36.1% | -3.7% |
| 6M | -8.9% | -7.2% | -1.7% | -9.0% |
| YTD | +4.8% | -25.6% | +30.4% | +5.5% |
| 1Y | +18.7% | -11.2% | +30.0% | +18.4% |
| 3Y | +33.2% | +388.3% | -355.1% | +20.7% |
| 5Y | +10.9% | +376.6% | -365.8% | -0.9% |
| All | +244.8% | +884.9% | -640.0% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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