+649.9%
NVDL vs INSM
+392.8%
+257.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -10.3% | +2.5% | -12.8% | -10.6% |
| 30D | -7.1% | -2.2% | -4.9% | -6.9% |
| 3M | +6.6% | +33.8% | -27.2% | +1.1% |
| 6M | +21.1% | -7.2% | +28.2% | +20.3% |
| YTD | +15.2% | -25.6% | +40.9% | +18.1% |
| 1Y | +18.8% | -11.2% | +30.0% | +17.4% |
| 3Y | +649.9% | +388.3% | +261.6% | +480.4% |
| All | +649.9% | +392.8% | +257.1% | +480.4% |
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 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