-60.9%
NOK vs INSM
-19.5%
-41.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.8% |
| 7D | +9.3% | +1.7% | +7.6% | +9.2% |
| 30D | +17.9% | -4.4% | +22.3% | +18.1% |
| 3M | -22.3% | +30.0% | -52.4% | -23.8% |
| 6M | +36.4% | -10.0% | +46.4% | +36.3% |
| YTD | +66.3% | -26.0% | +92.3% | +68.0% |
| 1Y | +134.4% | -12.5% | +146.9% | +133.9% |
| 3Y | +186.6% | +390.5% | -203.9% | +148.9% |
| 5Y | +102.7% | +357.7% | -255.0% | +74.6% |
| 10Y | +129.8% | +877.2% | -747.4% | +78.8% |
| All | -60.9% | -19.5% | -41.4% | -73.0% |
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