+388.3%
INSM vs VICR
+209.3%
+179.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | +0.8% |
| 7D | +2.5% | +5.0% | -2.5% | +2.0% |
| 30D | -2.2% | -12.5% | +10.3% | -1.3% |
| 3M | +33.8% | -33.6% | +67.4% | +36.8% |
| 6M | -7.2% | +10.7% | -17.8% | -9.4% |
| YTD | -25.6% | +80.6% | -106.2% | -29.9% |
| 1Y | -11.2% | +288.4% | -299.6% | -21.4% |
| 3Y | +388.3% | +213.8% | +174.5% | +318.9% |
| All | +388.3% | +209.3% | +179.1% | +318.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling