+367.9%
INSM vs VXX
-95.6%
+463.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.9% |
| 7D | +2.5% | +2.0% | +0.5% | +2.9% |
| 30D | -2.2% | -7.1% | +4.9% | -3.4% |
| 3M | +33.8% | -28.6% | +62.4% | +26.3% |
| 6M | -7.2% | -44.0% | +36.8% | -15.2% |
| YTD | -25.6% | -31.7% | +6.1% | -29.1% |
| 1Y | -11.2% | -46.3% | +35.1% | -18.4% |
| 3Y | +388.3% | -78.3% | +466.6% | +313.0% |
| All | +367.9% | -95.6% | +463.5% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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