+4,367.9%
NVO vs INSM
-20.5%
+4,388.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.2% |
| 7D | -7.4% | +0.5% | -7.8% | -7.4% |
| 30D | -5.5% | -4.0% | -1.5% | -5.4% |
| 3M | +4.1% | +38.5% | -34.4% | +2.5% |
| 6M | +19.3% | -11.5% | +30.9% | +19.3% |
| YTD | -9.2% | -26.9% | +17.7% | -8.5% |
| 1Y | -15.0% | -12.8% | -2.2% | -15.1% |
| 3Y | -50.9% | +384.7% | -435.6% | -55.1% |
| 5Y | -0.9% | +368.8% | -369.7% | -10.2% |
| 10Y | +152.4% | +865.7% | -713.3% | +113.2% |
| All | +4,367.9% | -20.5% | +4,388.3% | +3,333.7% |
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 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