+270.8%
NTAP vs INSM
-21.9%
+292.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.0% |
| 7D | +3.3% | +2.8% | +0.5% | +3.0% |
| 30D | -0.2% | -4.7% | +4.5% | +0.1% |
| 3M | +11.4% | +32.6% | -21.2% | +8.7% |
| 6M | +88.7% | -10.9% | +99.6% | +88.4% |
| YTD | +78.9% | -28.2% | +107.2% | +81.2% |
| 1Y | +58.8% | -14.9% | +73.7% | +58.4% |
| 3Y | +153.5% | +375.6% | -222.0% | +114.9% |
| 5Y | +136.7% | +349.1% | -212.4% | +98.3% |
| 10Y | +590.2% | +796.6% | -206.4% | +412.9% |
| All | +270.8% | -21.9% | +292.8% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling