+231.9%
INSM vs VO
+825.6%
-593.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +5.9% | +3.1% | +2.8% | +2.9% |
| 30D | +23.9% | +2.2% | +21.7% | +21.4% |
| 3M | -4.1% | -2.5% | -1.6% | -1.9% |
| 6M | +2.7% | +7.0% | -4.3% | -3.7% |
| YTD | -30.4% | +14.0% | -44.4% | -38.5% |
| 1Y | -36.6% | +15.6% | -52.2% | -44.8% |
| 3Y | +406.9% | +66.2% | +340.8% | +211.0% |
| 5Y | +280.3% | +36.6% | +243.7% | +184.6% |
| 10Y | +738.5% | +199.0% | +539.5% | +243.1% |
| All | +231.9% | +825.6% | -593.7% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling