+395.0%
INSM vs VSXY
+37.7%
+357.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.5% | +6.6% | +3.4% |
| 7D | +1.7% | -10.7% | +12.4% | +2.5% |
| 30D | -4.4% | -24.3% | +19.8% | -2.5% |
| 3M | +30.0% | +1.0% | +29.0% | +29.7% |
| 6M | -10.0% | +57.4% | -67.4% | -14.2% |
| YTD | -26.0% | +39.8% | -65.8% | -28.9% |
| 1Y | -12.5% | +196.5% | -209.0% | -21.4% |
| 3Y | +390.5% | +357.2% | +33.2% | +301.9% |
| 5Y | +357.7% | +18.9% | +338.8% | +304.5% |
| All | +395.0% | +37.7% | +357.3% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling