+367.9%
INSM vs VIG
+63.0%
+304.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | +2.5% | -1.1% | +3.5% | +3.6% |
| 30D | -2.2% | -2.7% | +0.6% | +0.7% |
| 3M | +33.8% | +2.5% | +31.3% | +30.1% |
| 6M | -7.2% | +9.2% | -16.4% | -15.0% |
| YTD | -25.6% | +9.8% | -35.5% | -32.4% |
| 1Y | -11.2% | +12.4% | -23.6% | -21.3% |
| 3Y | +388.3% | +55.9% | +332.4% | +200.4% |
| All | +367.9% | +63.0% | +304.8% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling