+17.9%
NOW vs INSM
+366.4%
-348.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -2.4% | +6.5% | -8.9% | -2.4% |
| 30D | +20.5% | +27.5% | -7.0% | +20.3% |
| 3M | +18.3% | +20.4% | -2.0% | +18.2% |
| 6M | +24.1% | -15.7% | +39.8% | +24.4% |
| YTD | -7.8% | -27.4% | +19.6% | -7.3% |
| 1Y | -21.4% | -11.4% | -10.0% | -21.2% |
| All | +17.9% | +366.4% | -348.5% | +17.4% |
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