+619.6%
INSM vs VIG
+614.0%
+5.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.7% |
| 7D | +1.7% | -1.2% | +2.9% | +3.0% |
| 30D | -4.4% | -2.8% | -1.6% | -1.5% |
| 3M | +30.0% | +2.5% | +27.6% | +26.7% |
| 6M | -10.0% | +8.1% | -18.1% | -16.8% |
| YTD | -26.0% | +9.6% | -35.6% | -32.7% |
| 1Y | -12.5% | +14.2% | -26.7% | -23.8% |
| 3Y | +390.5% | +56.1% | +334.4% | +205.2% |
| 5Y | +357.7% | +62.8% | +294.9% | +175.2% |
| 10Y | +877.2% | +248.2% | +629.0% | +198.2% |
| All | +619.6% | +614.0% | +5.5% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling