+368.8%
INSM vs VMC
+47.2%
+321.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +0.5% | -3.7% | +4.2% | +1.7% |
| 30D | -4.0% | -12.8% | +8.8% | +0.4% |
| 3M | +38.5% | -7.9% | +46.5% | +40.8% |
| 6M | -11.5% | -7.5% | -4.0% | -10.1% |
| YTD | -26.9% | -11.6% | -15.2% | -24.9% |
| 1Y | -12.8% | -14.3% | +1.5% | -9.8% |
| 3Y | +384.7% | +18.5% | +366.2% | +321.2% |
| 5Y | +368.8% | +46.8% | +322.0% | +263.3% |
| All | +368.8% | +47.2% | +321.6% | +263.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling