+1,440.6%
INSM vs VRSK
+586.4%
+854.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -5.2% | +7.6% | +5.2% |
| 30D | -2.2% | -2.3% | +0.1% | -1.5% |
| 3M | +33.8% | -2.9% | +36.7% | +33.4% |
| 6M | -7.2% | -12.8% | +5.6% | -3.5% |
| YTD | -25.6% | -20.8% | -4.8% | -19.4% |
| 1Y | -11.2% | -33.2% | +22.0% | +5.6% |
| 3Y | +388.3% | -26.6% | +414.9% | +427.9% |
| 5Y | +376.6% | -11.3% | +388.0% | +347.3% |
| 10Y | +881.9% | +126.1% | +755.7% | +419.0% |
| All | +1,440.6% | +586.4% | +854.2% | +298.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling