+833.7%
INSM vs VEEV
+556.2%
+277.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | +2.5% | -4.6% | +7.1% | +4.3% |
| 30D | -2.2% | +8.6% | -10.8% | -6.2% |
| 3M | +33.8% | +62.4% | -28.6% | +8.3% |
| 6M | -7.2% | +40.3% | -47.4% | -21.3% |
| YTD | -25.6% | +17.5% | -43.2% | -32.7% |
| 1Y | -11.2% | -6.1% | -5.1% | -12.3% |
| 3Y | +388.3% | +16.7% | +371.7% | +318.9% |
| 5Y | +376.6% | -13.3% | +390.0% | +351.0% |
| All | +833.7% | +556.2% | +277.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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