-49.7%
NRG vs INSM
-40.6%
-9.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.3% | -18.8% | -13.9% |
| 7D | -13.7% | +13.4% | -27.1% | -14.9% |
| 30D | -13.6% | +5.9% | -19.5% | -14.2% |
| 3M | -28.5% | +11.4% | -39.9% | -29.9% |
| 6M | -45.8% | -21.4% | -24.3% | -43.9% |
| YTD | -46.9% | -36.8% | -10.2% | -44.7% |
| 1Y | -49.7% | -39.8% | -9.9% | -50.6% |
| All | -49.7% | -40.6% | -9.1% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling