+45.2%
NU vs INSM
+356.6%
-311.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.3% | -2.6% |
| 7D | -2.6% | +1.7% | -4.3% | -2.9% |
| 30D | +8.2% | -4.4% | +12.6% | +8.9% |
| 3M | +26.3% | +30.0% | -3.8% | +20.1% |
| 6M | +2.2% | -10.0% | +12.3% | +2.1% |
| YTD | -10.4% | -26.0% | +15.6% | -7.9% |
| 1Y | -3.0% | -12.5% | +9.5% | -3.7% |
| 3Y | +120.3% | +390.5% | -270.2% | +57.5% |
| All | +45.2% | +356.6% | -311.4% | -9.7% |
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