+124.8%
VGT vs INSM
+392.8%
-268.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | -0.2% | +2.5% | -2.6% | -0.2% |
| 30D | -0.4% | -2.2% | +1.7% | -0.4% |
| 3M | +4.4% | +33.8% | -29.4% | +3.2% |
| 6M | +32.1% | -7.2% | +39.2% | +31.8% |
| YTD | +28.8% | -25.6% | +54.4% | +29.5% |
| 1Y | +35.3% | -11.2% | +46.6% | +35.0% |
| 3Y | +124.8% | +388.3% | -263.6% | +116.8% |
| All | +124.8% | +392.8% | -268.0% | +116.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling