+40.6%
NVDL vs INSM
-11.6%
+52.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | +11.7% | +6.5% | +5.1% | +11.3% |
| 30D | +7.8% | +27.5% | -19.7% | +5.8% |
| 3M | +3.3% | +20.4% | -17.1% | +2.0% |
| 6M | +38.9% | -15.7% | +54.6% | +36.9% |
| YTD | +28.5% | -27.4% | +55.9% | +26.8% |
| 1Y | +40.6% | -11.4% | +52.0% | +33.7% |
| All | +40.6% | -11.6% | +52.2% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling