+37.5%
NVTS vs INSM
+384.7%
-347.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.8% |
| 7D | +0.5% | +0.5% | 0.0% | +0.4% |
| 30D | -18.0% | -4.0% | -14.0% | -17.8% |
| 3M | -45.6% | +38.5% | -84.1% | -47.1% |
| 6M | +28.5% | -11.5% | +40.0% | +28.6% |
| YTD | +56.2% | -26.9% | +83.0% | +58.2% |
| 1Y | +97.7% | -12.8% | +110.5% | +97.4% |
| All | +37.5% | +384.7% | -347.2% | +28.8% |
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