+367.9%
INSM vs VFC
-78.2%
+446.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.7% | +1.1% |
| 7D | +2.5% | -1.4% | +3.9% | +2.6% |
| 30D | -2.2% | -9.0% | +6.8% | -1.0% |
| 3M | +33.8% | -24.2% | +58.0% | +37.9% |
| 6M | -7.2% | -18.5% | +11.3% | -5.6% |
| YTD | -25.6% | -25.9% | +0.2% | -23.5% |
| 1Y | -11.2% | -13.0% | +1.8% | -11.3% |
| 3Y | +388.3% | -20.3% | +408.7% | +360.9% |
| All | +367.9% | -78.2% | +446.1% | +620.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling