+118.0%
NOK vs INSM
-11.6%
+129.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -1.8% | +6.5% | -8.3% | -2.2% |
| 30D | +4.7% | +27.5% | -22.8% | +2.0% |
| 3M | -39.7% | +20.4% | -60.0% | -40.6% |
| 6M | +23.1% | -15.7% | +38.8% | +23.6% |
| YTD | +55.0% | -27.4% | +82.5% | +55.5% |
| 1Y | +118.0% | -11.4% | +129.4% | +111.6% |
| All | +118.0% | -11.6% | +129.6% | +111.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling