+194.3%
NOK vs INSM
+392.8%
-198.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.8% |
| 7D | +11.0% | +2.5% | +8.5% | +10.9% |
| 30D | +7.8% | -2.2% | +10.0% | +7.9% |
| 3M | -21.0% | +33.8% | -54.8% | -21.4% |
| 6M | +40.9% | -7.2% | +48.1% | +40.6% |
| YTD | +72.0% | -25.6% | +97.7% | +71.8% |
| 1Y | +140.9% | -11.2% | +152.1% | +140.4% |
| 3Y | +194.3% | +388.3% | -194.1% | +187.9% |
| All | +194.3% | +392.8% | -198.5% | +187.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling