+833.7%
INSM vs VYM
+209.2%
+624.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | +2.5% | -0.8% | +3.3% | +3.4% |
| 30D | -2.2% | -2.2% | +0.1% | +0.5% |
| 3M | +33.8% | +3.1% | +30.7% | +28.8% |
| 6M | -7.2% | +9.7% | -16.9% | -16.5% |
| YTD | -25.6% | +14.9% | -40.5% | -36.9% |
| 1Y | -11.2% | +17.6% | -28.8% | -26.8% |
| 3Y | +388.3% | +65.3% | +323.0% | +162.0% |
| 5Y | +376.6% | +78.7% | +297.9% | +131.7% |
| All | +833.7% | +209.2% | +624.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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