-11.4%
INSM vs VTR
+36.9%
-48.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | +6.5% | -1.7% | +8.2% | +6.9% |
| 30D | +27.5% | -2.4% | +30.0% | +28.2% |
| 3M | +20.4% | +14.8% | +5.6% | +13.0% |
| 6M | -15.7% | +5.3% | -21.1% | -16.6% |
| YTD | -27.4% | +18.1% | -45.5% | -33.0% |
| 1Y | -11.4% | +36.7% | -48.1% | -28.9% |
| All | -11.4% | +36.9% | -48.3% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling