-39.3%
VG vs INSM
+62.7%
-102.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | +6.5% | -4.8% | +0.6% |
| 30D | +16.0% | +27.5% | -11.5% | +10.9% |
| 3M | +9.7% | +20.4% | -10.6% | +5.4% |
| 6M | +29.6% | -15.7% | +45.3% | +29.5% |
| YTD | +112.0% | -27.4% | +139.5% | +118.5% |
| 1Y | +12.8% | -11.4% | +24.2% | +4.8% |
| All | -39.3% | +62.7% | -102.1% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling