-44.6%
VG vs INSM
+56.1%
-100.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.3% |
| 7D | +14.0% | +5.9% | +8.1% | +12.9% |
| 30D | -1.0% | +23.9% | -24.9% | -4.4% |
| 3M | -2.7% | -4.1% | +1.4% | -2.4% |
| 6M | +1.5% | +2.7% | -1.2% | -0.2% |
| YTD | +93.7% | -30.4% | +124.1% | +100.6% |
| 1Y | +68.5% | -36.6% | +105.1% | +77.7% |
| All | -44.6% | +56.1% | -100.7% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling