-24.3%
INSM vs VMC
+700.2%
-724.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -4.7% | -9.1% | +4.4% | -1.8% |
| 3M | +32.6% | -4.1% | +36.8% | +33.6% |
| 6M | -10.9% | -5.5% | -5.3% | -9.8% |
| YTD | -28.2% | -8.9% | -19.3% | -26.7% |
| 1Y | -14.9% | -12.9% | -1.9% | -12.1% |
| 3Y | +375.6% | +22.1% | +353.5% | +331.5% |
| 5Y | +349.1% | +52.7% | +296.4% | +275.1% |
| 10Y | +796.6% | +152.7% | +643.8% | +509.8% |
| All | -24.3% | +700.2% | -724.5% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling