+388.3%
INSM vs VCLT
+11.4%
+377.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | +2.5% | -1.4% | +3.8% | +2.9% |
| 30D | -2.2% | -1.2% | -1.0% | -1.8% |
| 3M | +33.8% | -4.8% | +38.6% | +35.9% |
| 6M | -7.2% | -2.6% | -4.6% | -6.2% |
| YTD | -25.6% | -3.3% | -22.3% | -24.7% |
| 1Y | -11.2% | -4.8% | -6.4% | -10.0% |
| 3Y | +388.3% | +11.5% | +376.8% | +379.2% |
| All | +388.3% | +11.4% | +377.0% | +379.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling