+380.3%
INSM vs VIG
+54.7%
+325.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +0.5% | -2.2% | +2.7% | +2.3% |
| 30D | -4.0% | -3.2% | -0.8% | -1.4% |
| 3M | +38.5% | +3.0% | +35.5% | +35.1% |
| 6M | -11.5% | +8.1% | -19.6% | -16.5% |
| YTD | -26.9% | +9.1% | -35.9% | -31.5% |
| 1Y | -12.8% | +12.6% | -25.4% | -20.2% |
| All | +380.3% | +54.7% | +325.6% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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