-3.5%
VG vs INSM
-17.4%
+13.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.8% |
| 7D | -22.0% | +1.6% | -23.7% | -22.2% |
| 30D | -11.6% | +12.5% | -24.1% | -13.5% |
| 3M | -14.9% | -13.7% | -1.2% | -12.5% |
| 6M | -3.5% | -16.5% | +13.0% | +0.1% |
| All | -3.5% | -17.4% | +13.8% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling