-24.3%
INSM vs VFC
+296.2%
-320.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +2.8% | +0.8% | +1.9% | +2.6% |
| 30D | -4.7% | -11.9% | +7.2% | -1.7% |
| 3M | +32.6% | -20.2% | +52.8% | +38.7% |
| 6M | -10.9% | -23.0% | +12.1% | -6.6% |
| YTD | -28.2% | -26.2% | -2.0% | -24.2% |
| 1Y | -14.9% | -13.3% | -1.5% | -15.1% |
| 3Y | +375.6% | -25.5% | +401.1% | +329.2% |
| 5Y | +349.1% | -78.1% | +427.2% | +502.9% |
| 10Y | +796.6% | -68.8% | +865.3% | +976.9% |
| All | -24.3% | +296.2% | -320.5% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling