+833.7%
INSM vs VFC
-69.1%
+902.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +0.5% |
| 7D | +2.5% | -1.4% | +3.9% | +2.8% |
| 30D | -2.2% | -9.0% | +6.8% | +0.2% |
| 3M | +33.8% | -24.2% | +58.0% | +41.9% |
| 6M | -7.2% | -18.5% | +11.3% | -4.2% |
| YTD | -25.6% | -25.9% | +0.2% | -21.5% |
| 1Y | -11.2% | -13.0% | +1.8% | -11.8% |
| 3Y | +388.3% | -20.3% | +408.7% | +317.5% |
| 5Y | +376.6% | -78.1% | +454.7% | +677.9% |
| All | +833.7% | -69.1% | +902.8% | +1,178.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling