+790.9%
NOW vs INSM
+841.5%
-50.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.6% |
| 7D | -4.1% | +1.7% | -5.8% | -4.3% |
| 30D | +2.9% | -4.4% | +7.3% | +3.2% |
| 3M | +22.6% | +30.0% | -7.5% | +18.5% |
| 6M | +7.5% | -10.0% | +17.5% | +6.9% |
| YTD | -14.4% | -26.0% | +11.6% | -13.3% |
| 1Y | -29.8% | -12.5% | -17.3% | -30.4% |
| 3Y | +9.2% | +390.5% | -381.2% | -15.6% |
| 5Y | +0.8% | +357.7% | -356.9% | -23.2% |
| 10Y | +790.9% | +877.2% | -86.3% | +525.3% |
| All | +790.9% | +841.5% | -50.6% | +525.3% |
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