+1,501.2%
INSM vs VCLT
+103.3%
+1,397.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -4.7% | -0.6% | -4.2% | -4.7% |
| 3M | +32.6% | -2.2% | +34.9% | +33.1% |
| 6M | -10.9% | -2.9% | -8.0% | -10.4% |
| YTD | -28.2% | -2.1% | -26.2% | -28.0% |
| 1Y | -14.9% | -2.6% | -12.3% | -14.5% |
| 3Y | +375.6% | +12.5% | +363.1% | +367.9% |
| 5Y | +349.1% | -15.3% | +364.4% | +347.2% |
| 10Y | +796.6% | +16.6% | +779.9% | +867.0% |
| All | +1,501.2% | +103.3% | +1,397.8% | +2,838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling