-39.8%
INSM vs VIVK
-100.0%
+60.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -27.5% | +32.8% | +5.4% |
| 7D | +13.4% | -68.7% | +82.1% | +13.7% |
| 30D | +5.9% | -90.0% | +96.0% | +6.3% |
| 3M | +11.4% | -98.1% | +109.4% | +11.2% |
| 6M | -21.4% | -99.9% | +78.5% | -23.6% |
| YTD | -36.8% | -99.9% | +63.1% | -36.1% |
| 1Y | -39.8% | -100.0% | +60.2% | -39.0% |
| All | -39.8% | -100.0% | +60.2% | -39.0% |
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