+368.8%
INSM vs VSH
+64.5%
+304.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.0% |
| 7D | +0.5% | +3.1% | -2.6% | -0.1% |
| 30D | -4.0% | -5.7% | +1.7% | -3.1% |
| 3M | +38.5% | -42.5% | +81.0% | +51.0% |
| 6M | -11.5% | +82.7% | -94.2% | -27.0% |
| YTD | -26.9% | +118.2% | -145.1% | -42.8% |
| 1Y | -12.8% | +109.7% | -122.4% | -31.9% |
| 3Y | +384.7% | +35.3% | +349.4% | +324.8% |
| 5Y | +368.8% | +65.6% | +303.2% | +249.4% |
| All | +368.8% | +64.5% | +304.3% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 5y: compounded portfolio wealth divided by compounded VSH 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…
5y analysis · Full analysis span regression · 6 months rolling