-74.7%
NKE vs INSM
+375.8%
-450.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -4.2% | +2.5% | -6.6% | -4.3% |
| 30D | -8.2% | -2.2% | -6.0% | -8.1% |
| 3M | -19.1% | +33.8% | -52.9% | -20.7% |
| 6M | -32.6% | -7.2% | -25.5% | -32.8% |
| YTD | -40.7% | -25.6% | -15.1% | -40.1% |
| 1Y | -48.9% | -11.2% | -37.6% | -49.1% |
| 3Y | -59.2% | +388.3% | -447.6% | -64.7% |
| All | -74.7% | +375.8% | -450.5% | -79.2% |
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