+833.7%
NKE vs INSM
-20.5%
+854.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -10.4% | -4.0% | -6.4% | -10.3% |
| 3M | -15.8% | +38.5% | -54.3% | -17.2% |
| 6M | -33.4% | -11.5% | -21.9% | -33.5% |
| YTD | -41.0% | -26.9% | -14.1% | -40.6% |
| 1Y | -49.1% | -12.8% | -36.3% | -49.2% |
| 3Y | -59.8% | +384.7% | -444.5% | -63.6% |
| 5Y | -75.5% | +368.8% | -444.3% | -77.9% |
| 10Y | -23.5% | +865.7% | -889.2% | -34.8% |
| All | +833.7% | -20.5% | +854.1% | +662.9% |
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