-38.0%
VG vs INSM
+60.9%
-98.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.3% |
| 7D | -2.5% | +2.8% | -5.3% | -3.0% |
| 30D | +11.1% | -4.7% | +15.8% | +11.9% |
| 3M | +14.9% | +32.6% | -17.7% | +8.7% |
| 6M | +18.4% | -10.9% | +29.2% | +17.1% |
| YTD | +116.6% | -28.2% | +144.8% | +123.6% |
| 1Y | +9.4% | -14.9% | +24.2% | +3.1% |
| All | -38.0% | +60.9% | -98.9% | -54.2% |
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