+701.9%
INSM vs VT
+221.8%
+480.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +3.0% |
| 7D | +5.9% | +2.4% | +3.5% | +2.6% |
| 30D | +23.9% | -1.5% | +25.4% | +26.0% |
| 3M | -4.1% | -4.1% | 0.0% | +1.0% |
| 6M | +2.7% | +0.6% | +2.1% | +1.3% |
| YTD | -30.4% | +11.0% | -41.4% | -40.1% |
| 1Y | -36.6% | +13.3% | -49.9% | -47.1% |
| 3Y | +406.9% | +73.4% | +333.6% | +128.4% |
| 5Y | +280.3% | +57.4% | +222.9% | +99.8% |
| All | +701.9% | +221.8% | +480.1% | +79.0% |
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