+405.7%
INSM vs VIK
+225.1%
+180.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +2.5% | -0.9% | +3.4% | +2.6% |
| 30D | -2.2% | -18.4% | +16.2% | +2.8% |
| 3M | +33.8% | -8.8% | +42.6% | +35.6% |
| 6M | -7.2% | +17.1% | -24.3% | -12.9% |
| YTD | -25.6% | +19.0% | -44.7% | -30.9% |
| 1Y | -11.2% | +30.1% | -41.4% | -20.0% |
| All | +405.7% | +225.1% | +180.6% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling