+833.7%
INSM vs VRSK
+126.1%
+707.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -5.2% | +7.6% | +5.0% |
| 30D | -2.2% | -2.3% | +0.1% | -1.6% |
| 3M | +33.8% | -2.9% | +36.7% | +33.4% |
| 6M | -7.2% | -12.8% | +5.6% | -3.4% |
| YTD | -25.6% | -20.8% | -4.8% | -19.2% |
| 1Y | -11.2% | -33.2% | +22.0% | +6.1% |
| 3Y | +388.3% | -26.6% | +414.9% | +425.7% |
| 5Y | +376.6% | -11.3% | +388.0% | +336.1% |
| All | +833.7% | +126.1% | +707.6% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling