-44.1%
VG vs INSM
+52.1%
-96.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +7.0% | +5.1% |
| 7D | +15.1% | +8.6% | +6.5% | +13.6% |
| 30D | -4.2% | +22.0% | -26.2% | -7.3% |
| 3M | -3.1% | -10.7% | +7.6% | -1.6% |
| 6M | +0.3% | +1.8% | -1.5% | -1.3% |
| YTD | +95.5% | -32.2% | +127.6% | +103.3% |
| 1Y | +64.4% | -39.3% | +103.7% | +75.1% |
| All | -44.1% | +52.1% | -96.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 INSM 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