+367.9%
INSM vs VYM
+77.5%
+290.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.0% |
| 7D | +2.5% | -0.8% | +3.3% | +3.3% |
| 30D | -2.2% | -2.2% | +0.1% | +0.1% |
| 3M | +33.8% | +3.1% | +30.7% | +29.6% |
| 6M | -7.2% | +9.7% | -16.9% | -14.9% |
| YTD | -25.6% | +14.9% | -40.5% | -34.9% |
| 1Y | -11.2% | +17.6% | -28.8% | -24.2% |
| 3Y | +388.3% | +65.3% | +323.0% | +189.8% |
| All | +367.9% | +77.5% | +290.4% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling