+729.4%
INSM vs VEEV
+586.3%
+143.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.7% | +3.7% |
| 7D | +1.7% | -7.1% | +8.8% | +4.4% |
| 30D | -4.4% | +11.1% | -15.5% | -9.0% |
| 3M | +30.0% | +55.5% | -25.5% | +8.3% |
| 6M | -10.0% | +33.4% | -43.4% | -21.6% |
| YTD | -26.0% | +16.8% | -42.8% | -32.6% |
| 1Y | -12.5% | -7.7% | -4.8% | -13.2% |
| 3Y | +390.5% | +18.4% | +372.1% | +322.8% |
| 5Y | +357.7% | -14.8% | +372.5% | +334.1% |
| 10Y | +877.2% | +546.5% | +330.7% | +325.2% |
| All | +729.4% | +586.3% | +143.0% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling