-39.8%
INSM vs VICR
+76.0%
-115.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -11.1% | +16.5% | +6.1% |
| 7D | +13.4% | -26.6% | +40.0% | +15.9% |
| 30D | +5.9% | -47.9% | +53.9% | +11.4% |
| 3M | +11.4% | -29.8% | +41.2% | +12.7% |
| 6M | -21.4% | -36.6% | +15.2% | -21.4% |
| YTD | -36.8% | +45.1% | -81.9% | -42.8% |
| 1Y | -39.8% | +80.0% | -119.8% | -47.0% |
| All | -39.8% | +76.0% | -115.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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