+384.8%
NVDA vs INSM
+384.7%
+0.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -4.3% | +0.5% | -4.8% | -4.3% |
| 30D | +0.5% | -4.0% | +4.5% | +0.8% |
| 3M | +9.1% | +38.5% | -29.5% | +6.0% |
| 6M | +18.5% | -11.5% | +30.0% | +18.5% |
| YTD | +17.4% | -26.9% | +44.2% | +18.9% |
| 1Y | +23.4% | -12.8% | +36.2% | +22.9% |
| All | +384.8% | +384.7% | +0.1% | +326.7% |
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 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