+2,980.7%
NEE vs INSM
-21.9%
+3,002.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +1.1% | +2.8% | -1.7% | +1.0% |
| 30D | -0.2% | -4.7% | +4.5% | -0.1% |
| 3M | +0.5% | +32.6% | -32.1% | -0.6% |
| 6M | -6.5% | -10.9% | +4.3% | -6.6% |
| YTD | +6.7% | -28.2% | +34.9% | +7.3% |
| 1Y | +23.6% | -14.9% | +38.5% | +23.5% |
| 3Y | +37.1% | +375.6% | -338.5% | +27.5% |
| 5Y | +10.9% | +349.1% | -338.2% | +2.5% |
| 10Y | +245.4% | +796.6% | -551.2% | +203.8% |
| All | +2,980.7% | -21.9% | +3,002.6% | +2,336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling