+406.9%
INSM vs VO
+66.5%
+340.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +5.9% | +3.1% | +2.8% | +3.7% |
| 30D | +23.9% | +2.2% | +21.7% | +22.2% |
| 3M | -4.1% | -2.5% | -1.6% | -2.5% |
| 6M | +2.7% | +7.0% | -4.3% | -2.1% |
| YTD | -30.4% | +14.0% | -44.4% | -36.2% |
| 1Y | -36.6% | +15.6% | -52.2% | -42.5% |
| 3Y | +406.9% | +66.2% | +340.8% | +244.3% |
| All | +406.9% | +66.5% | +340.4% | +244.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling