+504.4%
NOW vs INSM
+708.7%
-204.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -1.7% | +8.6% | -10.2% | -2.4% |
| 30D | -27.4% | +22.0% | -49.4% | -29.1% |
| 3M | -19.4% | -10.7% | -8.7% | -19.2% |
| 6M | +13.1% | +1.8% | +11.3% | +11.1% |
| YTD | -34.3% | -32.2% | -2.1% | -33.3% |
| 1Y | -41.8% | -39.3% | -2.5% | -40.3% |
| 3Y | -20.7% | +397.1% | -417.8% | -39.4% |
| 5Y | -27.2% | +270.6% | -297.8% | -43.6% |
| All | +504.4% | +708.7% | -204.3% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling