+796.6%
INSM vs VT
+221.4%
+575.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.4% |
| 7D | +2.8% | +1.0% | +1.8% | +1.4% |
| 30D | -4.7% | -0.2% | -4.5% | -4.5% |
| 3M | +32.6% | +4.5% | +28.1% | +24.4% |
| 6M | -10.9% | +14.1% | -24.9% | -25.5% |
| YTD | -28.2% | +14.8% | -43.0% | -40.7% |
| 1Y | -14.9% | +21.2% | -36.0% | -35.1% |
| 3Y | +375.6% | +76.6% | +299.0% | +109.2% |
| 5Y | +349.1% | +66.6% | +282.5% | +118.3% |
| 10Y | +796.6% | +222.3% | +574.3% | +81.4% |
| All | +796.6% | +221.4% | +575.1% | +81.4% |
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