+367.9%
INSM vs VTRS
+47.1%
+320.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.6% |
| 7D | +2.5% | -2.2% | +4.7% | +2.8% |
| 30D | -2.2% | +3.3% | -5.5% | -2.6% |
| 3M | +33.8% | +2.0% | +31.8% | +32.4% |
| 6M | -7.2% | +19.9% | -27.1% | -11.5% |
| YTD | -25.6% | +35.7% | -61.4% | -31.4% |
| 1Y | -11.2% | +68.1% | -79.3% | -22.4% |
| 3Y | +388.3% | +87.1% | +301.3% | +302.1% |
| All | +367.9% | +47.1% | +320.8% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling