+367.9%
INSM vs VSXY
+22.6%
+345.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -2.2% | -18.7% | +16.5% | -0.5% |
| 3M | +33.8% | -4.0% | +37.8% | +34.0% |
| 6M | -7.2% | +67.5% | -74.6% | -12.6% |
| YTD | -25.6% | +39.7% | -65.3% | -29.0% |
| 1Y | -11.2% | +180.0% | -191.2% | -21.3% |
| 3Y | +388.3% | +337.3% | +51.1% | +285.2% |
| All | +367.9% | +22.6% | +345.2% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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