-10.8%
NVTS vs INSM
-40.6%
+29.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.3% | +3.7% | +8.5% |
| 7D | -0.3% | +13.4% | -13.7% | -1.5% |
| 30D | -24.4% | +5.9% | -30.3% | -24.8% |
| 3M | -26.5% | +11.4% | -37.9% | -27.6% |
| 6M | -41.4% | -21.4% | -20.0% | -39.7% |
| YTD | +30.7% | -36.8% | +67.5% | +36.4% |
| 1Y | -10.8% | -39.8% | +29.0% | -13.1% |
| All | -10.8% | -40.6% | +29.8% | -13.1% |
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