+833.7%
INSM vs VTR
+99.2%
+734.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +2.5% | -0.3% | +2.8% | +2.6% |
| 30D | -2.2% | +1.1% | -3.3% | -2.6% |
| 3M | +33.8% | +7.9% | +25.9% | +29.6% |
| 6M | -7.2% | +6.2% | -13.3% | -9.9% |
| YTD | -25.6% | +17.7% | -43.4% | -30.6% |
| 1Y | -11.2% | +32.9% | -44.1% | -20.7% |
| 3Y | +388.3% | +129.7% | +258.7% | +252.8% |
| 5Y | +376.6% | +89.3% | +287.3% | +263.8% |
| All | +833.7% | +99.2% | +734.5% | +523.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling