+2,494.8%
NVDL vs INSM
+539.0%
+1,955.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.5% |
| 7D | -8.7% | +0.5% | -9.2% | -8.7% |
| 30D | -1.3% | -4.0% | +2.7% | -0.8% |
| 3M | +11.4% | +38.5% | -27.2% | +5.2% |
| 6M | +22.9% | -11.5% | +34.4% | +23.0% |
| YTD | +15.4% | -26.9% | +42.3% | +18.5% |
| 1Y | +18.8% | -12.8% | +31.5% | +17.8% |
| 3Y | +641.4% | +384.7% | +256.7% | +469.0% |
| All | +2,494.8% | +539.0% | +1,955.8% | +1,868.3% |
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