+11.3%
NEE vs INSM
+375.8%
-364.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.2% |
| 7D | -1.3% | +2.5% | -3.8% | -1.5% |
| 30D | -3.3% | -2.2% | -1.2% | -3.3% |
| 3M | -2.3% | +33.8% | -36.1% | -3.8% |
| 6M | -8.9% | -7.2% | -1.7% | -9.0% |
| YTD | +4.8% | -25.6% | +30.4% | +5.6% |
| 1Y | +18.7% | -11.2% | +30.0% | +18.5% |
| 3Y | +33.2% | +388.3% | -355.1% | +20.2% |
| All | +11.3% | +375.8% | -364.5% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling