-24.3%
INSM vs VSH
+4.8%
-29.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +2.8% | +6.2% | -3.4% | +1.0% |
| 30D | -4.7% | -11.1% | +6.4% | -1.9% |
| 3M | +32.6% | -44.9% | +77.5% | +52.3% |
| 6M | -10.9% | +90.0% | -100.8% | -31.1% |
| YTD | -28.2% | +118.8% | -147.0% | -47.4% |
| 1Y | -14.9% | +109.0% | -123.8% | -37.5% |
| 3Y | +375.6% | +35.6% | +339.9% | +278.4% |
| 5Y | +349.1% | +66.7% | +282.4% | +229.9% |
| 10Y | +796.6% | +167.9% | +628.6% | +470.6% |
| All | -24.3% | +4.8% | -29.1% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling