+2,587.0%
INSM vs VT
+374.2%
+2,212.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +6.5% | +0.4% | +6.1% | +6.1% |
| 30D | +27.5% | +1.0% | +26.6% | +26.2% |
| 3M | +20.4% | +2.4% | +18.0% | +17.5% |
| 6M | -15.7% | +12.0% | -27.7% | -24.7% |
| YTD | -27.4% | +15.3% | -42.8% | -37.2% |
| 1Y | -11.4% | +22.6% | -34.0% | -28.1% |
| 3Y | +457.8% | +74.7% | +383.1% | +215.9% |
| 5Y | +343.0% | +66.1% | +276.8% | +168.6% |
| 10Y | +848.1% | +225.0% | +623.1% | +240.6% |
| All | +2,587.0% | +374.2% | +2,212.8% | +574.1% |
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