-22.9%
INSM vs VTR
+8,658.1%
-8,681.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | +0.5% | -1.8% | +2.3% | +0.9% |
| 30D | -4.0% | +4.0% | -8.0% | -5.0% |
| 3M | +38.5% | +7.8% | +30.7% | +35.4% |
| 6M | -11.5% | +6.4% | -17.9% | -13.4% |
| YTD | -26.9% | +18.3% | -45.2% | -30.5% |
| 1Y | -12.8% | +33.9% | -46.7% | -19.8% |
| 3Y | +384.7% | +134.3% | +250.4% | +281.6% |
| 5Y | +368.8% | +90.3% | +278.5% | +286.2% |
| 10Y | +865.7% | +100.1% | +765.6% | +624.5% |
| All | -22.9% | +8,658.1% | -8,681.0% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling