+833.7%
INSM vs VCLT
+17.1%
+816.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +2.5% | -1.4% | +3.8% | +3.2% |
| 30D | -2.2% | -1.2% | -1.0% | -1.6% |
| 3M | +33.8% | -4.8% | +38.6% | +37.0% |
| 6M | -7.2% | -2.6% | -4.6% | -5.8% |
| YTD | -25.6% | -3.3% | -22.3% | -24.3% |
| 1Y | -11.2% | -4.8% | -6.4% | -9.0% |
| 3Y | +388.3% | +11.5% | +376.8% | +360.4% |
| 5Y | +376.6% | -17.0% | +393.6% | +425.4% |
| All | +833.7% | +17.1% | +816.6% | +833.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling