+1,065.2%
NRG vs INSM
+884.9%
+180.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -4.7% | +2.5% | -7.1% | -4.8% |
| 30D | -6.0% | -2.2% | -3.8% | -5.9% |
| 3M | -8.0% | +33.8% | -41.8% | -10.2% |
| 6M | -23.2% | -7.2% | -16.0% | -23.3% |
| YTD | -28.1% | -25.6% | -2.4% | -27.2% |
| 1Y | -27.3% | -11.2% | -16.0% | -27.5% |
| 3Y | +208.7% | +388.3% | -179.7% | +166.9% |
| 5Y | +197.7% | +376.6% | -179.0% | +152.5% |
| All | +1,065.2% | +884.9% | +180.3% | +798.4% |
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 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