+98.1%
NU vs INSM
+392.8%
-294.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -2.8% |
| 7D | -4.9% | +2.5% | -7.4% | -5.0% |
| 30D | +7.8% | -2.2% | +10.0% | +7.9% |
| 3M | +20.9% | +33.8% | -12.9% | +17.9% |
| 6M | +0.9% | -7.2% | +8.1% | +0.7% |
| YTD | -12.7% | -25.6% | +13.0% | -11.6% |
| 1Y | -6.4% | -11.2% | +4.8% | -6.7% |
| 3Y | +98.1% | +388.3% | -290.2% | +78.4% |
| All | +98.1% | +392.8% | -294.7% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling