+403.3%
INSM vs VIK
+225.3%
+178.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.4% | +6.5% | +4.0% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | -4.4% | -18.0% | +13.6% | +0.3% |
| 3M | +30.0% | -5.8% | +35.9% | +30.6% |
| 6M | -10.0% | +17.2% | -27.2% | -15.6% |
| YTD | -26.0% | +19.1% | -45.1% | -31.3% |
| 1Y | -12.5% | +33.6% | -46.1% | -21.7% |
| All | +403.3% | +225.3% | +178.0% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling