+127.9%
NTAP vs INSM
+278.6%
-150.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.7% |
| 7D | +7.2% | +5.9% | +1.3% | +6.8% |
| 30D | -18.4% | +23.9% | -42.3% | -19.5% |
| 3M | -11.3% | -4.1% | -7.2% | -11.2% |
| 6M | +53.8% | +2.7% | +51.1% | +52.7% |
| YTD | +72.0% | -30.4% | +102.4% | +74.3% |
| 1Y | +68.0% | -36.6% | +104.6% | +71.1% |
| 3Y | +149.5% | +406.9% | -257.5% | +114.1% |
| All | +127.9% | +278.6% | -150.7% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling