+248.5%
INSM vs VT
+53.4%
+195.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.0% |
| 7D | +1.6% | -2.3% | +3.9% | +4.1% |
| 30D | +12.5% | -5.0% | +17.4% | +18.4% |
| 3M | -13.7% | -4.9% | -8.8% | -9.3% |
| 6M | -16.5% | -1.5% | -15.0% | -15.3% |
| YTD | -34.3% | +8.5% | -42.7% | -40.2% |
| 1Y | -38.4% | +11.4% | -49.8% | -45.7% |
| 3Y | +379.9% | +70.1% | +309.8% | +152.9% |
| All | +248.5% | +53.4% | +195.1% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling