-11.4%
INSM vs VIK
+37.7%
-49.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +6.5% | -3.0% | +9.6% | +7.1% |
| 30D | +27.5% | -20.7% | +48.3% | +33.0% |
| 3M | +20.4% | -4.6% | +25.0% | +19.4% |
| 6M | -15.7% | +14.0% | -29.7% | -20.8% |
| YTD | -27.4% | +20.2% | -47.6% | -32.7% |
| 1Y | -11.4% | +36.0% | -47.4% | -20.1% |
| All | -11.4% | +37.7% | -49.1% | -20.1% |
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