+243.5%
NEM vs INSM
+384.7%
-141.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | +7.8% | -4.0% | +11.8% | +8.0% |
| 3M | +36.3% | +38.5% | -2.3% | +33.8% |
| 6M | +6.6% | -11.5% | +18.1% | +6.5% |
| YTD | +27.1% | -26.9% | +54.0% | +27.8% |
| 1Y | +62.3% | -12.8% | +75.1% | +62.2% |
| All | +243.5% | +384.7% | -141.2% | +234.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling