+62.1%
NTAP vs INSM
-11.6%
+73.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.9% | +8.5% |
| 7D | +7.4% | +2.5% | +4.9% | +7.4% |
| 30D | -1.4% | -2.2% | +0.8% | -1.3% |
| 3M | +24.6% | +33.8% | -9.2% | +24.7% |
| 6M | +105.9% | -7.2% | +113.1% | +104.4% |
| YTD | +88.5% | -25.6% | +114.2% | +87.8% |
| 1Y | +62.1% | -11.2% | +73.3% | +57.9% |
| All | +62.1% | -11.6% | +73.7% | +57.9% |
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 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