-39.8%
INSM vs VIK
+55.4%
-95.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.2% | -0.9% | +3.9% |
| 7D | +13.4% | +5.4% | +8.0% | +12.2% |
| 30D | +5.9% | +12.5% | -6.6% | +3.6% |
| 3M | +11.4% | -15.2% | +26.6% | +14.2% |
| 6M | -21.4% | +15.4% | -36.8% | -25.5% |
| YTD | -36.8% | +27.7% | -64.5% | -42.5% |
| 1Y | -39.8% | +59.7% | -99.5% | -47.3% |
| All | -39.8% | +55.4% | -95.3% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 1y: compounded portfolio wealth divided by compounded VIK 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…
1y analysis · Full analysis span regression · 6 months rolling