+143.4%
NTAP vs INSM
+375.8%
-232.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.9% | +8.4% |
| 7D | +7.4% | +2.5% | +4.9% | +7.2% |
| 30D | -1.4% | -2.2% | +0.8% | -1.3% |
| 3M | +24.6% | +33.8% | -9.2% | +21.9% |
| 6M | +105.9% | -7.2% | +113.1% | +105.2% |
| YTD | +88.5% | -25.6% | +114.2% | +90.5% |
| 1Y | +62.1% | -11.2% | +73.3% | +61.3% |
| 3Y | +169.1% | +388.3% | -219.3% | +133.0% |
| All | +143.4% | +375.8% | -232.4% | +98.9% |
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 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