+872.0%
INSM vs VT
+215.5%
+656.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +4.9% |
| 7D | +1.6% | -2.3% | +3.9% | +4.7% |
| 30D | +12.5% | -5.0% | +17.4% | +19.9% |
| 3M | -13.7% | -4.9% | -8.8% | -8.2% |
| 6M | -16.5% | -1.5% | -15.0% | -15.1% |
| YTD | -34.3% | +8.5% | -42.7% | -41.7% |
| 1Y | -38.4% | +11.4% | -49.8% | -47.4% |
| 3Y | +379.9% | +70.1% | +309.8% | +121.9% |
| 5Y | +242.2% | +53.7% | +188.5% | +85.7% |
| All | +872.0% | +215.5% | +656.5% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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