+41.5%
NU vs INSM
+358.7%
-317.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -2.9% |
| 7D | -4.9% | +2.5% | -7.4% | -5.2% |
| 30D | +7.8% | -2.2% | +10.0% | +8.1% |
| 3M | +20.9% | +33.8% | -12.9% | +14.5% |
| 6M | +0.9% | -7.2% | +8.1% | +0.2% |
| YTD | -12.7% | -25.6% | +13.0% | -10.3% |
| 1Y | -6.4% | -11.2% | +4.8% | -7.3% |
| 3Y | +98.1% | +388.3% | -290.2% | +42.1% |
| All | +41.5% | +358.7% | -317.2% | -12.0% |
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