+14,546.7%
NVDA vs INSM
+884.9%
+13,661.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -5.1% | +2.5% | -7.6% | -5.5% |
| 30D | -2.5% | -2.2% | -0.3% | -2.3% |
| 3M | +6.7% | +33.8% | -27.1% | +1.6% |
| 6M | +17.6% | -7.2% | +24.8% | +16.7% |
| YTD | +17.3% | -25.6% | +43.0% | +19.7% |
| 1Y | +23.5% | -11.2% | +34.7% | +22.2% |
| 3Y | +384.6% | +388.3% | -3.7% | +251.6% |
| 5Y | +875.4% | +376.6% | +498.8% | +594.1% |
| All | +14,546.7% | +884.9% | +13,661.8% | +9,806.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling