+400.0%
INSM vs VLTO
+57.1%
+342.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | +9.8% | +1.5% | +8.3% | +9.5% |
| 30D | +22.5% | +20.9% | +1.6% | +18.8% |
| 3M | -8.9% | +21.4% | -30.3% | -11.7% |
| 6M | +16.2% | +37.6% | -21.4% | +10.3% |
| YTD | -30.6% | +19.5% | -50.2% | -32.7% |
| 1Y | -37.7% | +22.0% | -59.7% | -39.8% |
| 3Y | +408.4% | +70.7% | +337.7% | +341.1% |
| All | +400.0% | +57.1% | +342.9% | +333.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling