+670.3%
INSM vs VNQ
+386.3%
+284.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +2.5% | -1.3% | +3.7% | +3.0% |
| 30D | -2.2% | -2.6% | +0.4% | -1.1% |
| 3M | +33.8% | -2.0% | +35.8% | +34.5% |
| 6M | -7.2% | +4.3% | -11.5% | -9.1% |
| YTD | -25.6% | +9.2% | -34.9% | -28.7% |
| 1Y | -11.2% | +5.6% | -16.8% | -13.6% |
| 3Y | +388.3% | +30.8% | +357.5% | +332.4% |
| 5Y | +376.6% | +8.0% | +368.7% | +361.3% |
| 10Y | +881.9% | +63.7% | +818.2% | +727.3% |
| All | +670.3% | +386.3% | +284.0% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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