-11.2%
INSM vs VFC
-10.6%
-0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.6% |
| 7D | +2.5% | -1.4% | +3.9% | +2.5% |
| 30D | -2.2% | -9.0% | +6.8% | -2.0% |
| 3M | +33.8% | -24.2% | +58.0% | +35.0% |
| 6M | -7.2% | -18.5% | +11.3% | -7.5% |
| YTD | -25.6% | -25.9% | +0.2% | -24.6% |
| 1Y | -11.2% | -13.0% | +1.8% | -8.5% |
| All | -11.2% | -10.6% | -0.6% | -8.5% |
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 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