+833.7%
INSM vs VSAT
+3.3%
+830.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | -2.2% | -14.8% | +12.6% | +0.3% |
| 3M | +33.8% | +2.2% | +31.6% | +31.3% |
| 6M | -7.2% | +60.2% | -67.4% | -16.9% |
| YTD | -25.6% | +115.6% | -141.3% | -37.7% |
| 1Y | -11.2% | +132.9% | -144.1% | -27.7% |
| 3Y | +388.3% | +216.1% | +172.3% | +222.3% |
| 5Y | +376.6% | +52.9% | +323.7% | +261.2% |
| All | +833.7% | +3.3% | +830.4% | +661.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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