+32.6%
NET vs INSM
+228.6%
-196.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -7.9% | -3.4% |
| 7D | -16.4% | +13.4% | -29.8% | -18.3% |
| 30D | -25.8% | +5.9% | -31.8% | -26.8% |
| 3M | -11.5% | +11.4% | -22.9% | -14.5% |
| 6M | +18.9% | -21.4% | +40.4% | +20.7% |
| YTD | +35.2% | -36.8% | +72.0% | +42.1% |
| 1Y | +14.5% | -39.8% | +54.3% | +20.7% |
| 3Y | +313.8% | +342.7% | -28.8% | +172.5% |
| 5Y | +32.6% | +228.8% | -196.3% | +7.9% |
| All | +32.6% | +228.6% | -196.0% | +7.9% |
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 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