+359.7%
INSM vs VXX
-99.0%
+458.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +0.5% |
| 7D | +2.5% | +2.0% | +0.5% | +3.1% |
| 30D | -2.2% | -7.1% | +4.9% | -3.9% |
| 3M | +33.8% | -28.6% | +62.4% | +23.1% |
| 6M | -7.2% | -44.0% | +36.8% | -18.5% |
| YTD | -25.6% | -31.7% | +6.1% | -30.6% |
| 1Y | -11.2% | -46.3% | +35.1% | -21.5% |
| 3Y | +388.3% | -78.3% | +466.6% | +288.2% |
| 5Y | +376.6% | -95.8% | +472.5% | +156.3% |
| All | +359.7% | -99.0% | +458.7% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling