-11.4%
INSM vs VIVK
-100.0%
+88.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.3% | +12.0% | -0.4% |
| 7D | +6.5% | -1.4% | +7.9% | +6.5% |
| 30D | +27.5% | -43.6% | +71.2% | +27.1% |
| 3M | +20.4% | -95.1% | +115.5% | +17.7% |
| 6M | -15.7% | -98.2% | +82.5% | -17.7% |
| YTD | -27.4% | -97.9% | +70.5% | -27.3% |
| 1Y | -11.4% | -100.0% | +88.6% | -13.6% |
| All | -11.4% | -100.0% | +88.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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