+191.2%
VLO vs INSM
+384.7%
-193.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | +4.0% | +0.5% | +3.5% | +4.0% |
| 30D | +19.0% | -4.0% | +23.0% | +19.0% |
| 3M | +50.0% | +38.5% | +11.4% | +49.3% |
| 6M | +79.1% | -11.5% | +90.7% | +79.2% |
| YTD | +140.3% | -26.9% | +167.1% | +141.3% |
| 1Y | +148.3% | -12.8% | +161.1% | +148.3% |
| All | +191.2% | +384.7% | -193.5% | +183.7% |
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