+2,412.1%
INSM vs VT
+357.8%
+2,054.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | +8.6% | +2.9% | +5.7% | +5.5% |
| 30D | +22.0% | -2.5% | +24.5% | +24.9% |
| 3M | -10.7% | -3.3% | -7.4% | -7.9% |
| 6M | +1.8% | +1.5% | +0.3% | 0.0% |
| YTD | -32.2% | +11.4% | -43.5% | -39.3% |
| 1Y | -39.3% | +11.9% | -51.2% | -46.0% |
| 3Y | +397.1% | +73.9% | +323.3% | +182.8% |
| 5Y | +270.6% | +57.9% | +212.7% | +135.6% |
| 10Y | +717.1% | +222.6% | +494.5% | +196.1% |
| All | +2,412.1% | +357.8% | +2,054.3% | +551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling