+746.0%
NEM vs INSM
-21.9%
+767.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +3.9% | +2.8% | +1.1% | +3.8% |
| 30D | +12.7% | -4.7% | +17.5% | +12.8% |
| 3M | +28.7% | +32.6% | -4.0% | +28.0% |
| 6M | +9.8% | -10.9% | +20.6% | +9.8% |
| YTD | +28.1% | -28.2% | +56.3% | +28.4% |
| 1Y | +69.3% | -14.9% | +84.2% | +69.4% |
| 3Y | +247.7% | +375.6% | -127.9% | +239.0% |
| 5Y | +153.4% | +349.1% | -195.7% | +146.5% |
| 10Y | +291.3% | +796.6% | -505.3% | +276.3% |
| All | +746.0% | -21.9% | +767.9% | +685.6% |
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