-17.1%
NOW vs INSM
+388.0%
-405.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.8% |
| 7D | -3.1% | +6.2% | -9.3% | -3.0% |
| 30D | -27.0% | +15.4% | -42.5% | -26.7% |
| 3M | -17.7% | -11.4% | -6.3% | -17.3% |
| 6M | +12.7% | +14.6% | -1.9% | +12.9% |
| YTD | -32.9% | -33.3% | +0.4% | -32.2% |
| 1Y | -40.4% | -38.8% | -1.6% | -39.7% |
| 3Y | -17.1% | +395.7% | -412.8% | -16.9% |
| All | -17.1% | +388.0% | -405.1% | -16.9% |
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