-11.4%
INSM vs VFC
-6.8%
-4.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.4% |
| 7D | +6.5% | -1.6% | +8.1% | +6.6% |
| 30D | +27.5% | -11.6% | +39.2% | +27.8% |
| 3M | +20.4% | -18.1% | +38.5% | +20.7% |
| 6M | -15.7% | -27.4% | +11.6% | -15.0% |
| YTD | -27.4% | -24.8% | -2.6% | -26.4% |
| 1Y | -11.4% | -8.2% | -3.2% | -9.8% |
| All | -11.4% | -6.8% | -4.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling