+2,235.4%
VGT vs INSM
+244.0%
+1,991.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.0% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -0.4% | -4.0% | +3.5% | -0.2% |
| 3M | +6.6% | +38.5% | -31.9% | +3.9% |
| 6M | +31.0% | -11.5% | +42.6% | +31.0% |
| YTD | +27.2% | -26.9% | +54.1% | +28.7% |
| 1Y | +34.5% | -12.8% | +47.2% | +34.0% |
| 3Y | +123.1% | +384.7% | -261.6% | +91.4% |
| 5Y | +135.1% | +368.8% | -233.7% | +99.5% |
| 10Y | +803.4% | +865.7% | -62.3% | +599.4% |
| All | +2,235.4% | +244.0% | +1,991.4% | +1,510.5% |
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