-21.9%
INSM vs VICR
+674.0%
-696.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +4.0% |
| 7D | +1.7% | +1.3% | +0.5% | +1.4% |
| 30D | -4.4% | -11.9% | +7.5% | -2.6% |
| 3M | +30.0% | -35.1% | +65.2% | +37.6% |
| 6M | -10.0% | +8.1% | -18.2% | -15.6% |
| YTD | -26.0% | +67.8% | -93.8% | -37.0% |
| 1Y | -12.5% | +267.3% | -279.8% | -37.4% |
| 3Y | +390.5% | +191.2% | +199.3% | +237.6% |
| 5Y | +357.7% | +48.1% | +309.6% | +229.3% |
| 10Y | +877.2% | +1,546.1% | -668.9% | +313.6% |
| All | -21.9% | +674.0% | -696.0% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling