+588.7%
VLO vs INSM
+375.8%
+212.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +5.3% | +2.5% | +2.8% | +5.3% |
| 30D | +18.2% | -2.2% | +20.4% | +18.3% |
| 3M | +53.3% | +33.8% | +19.5% | +52.1% |
| 6M | +70.4% | -7.2% | +77.6% | +70.3% |
| YTD | +143.4% | -25.6% | +169.0% | +144.7% |
| 1Y | +153.0% | -11.2% | +164.2% | +152.6% |
| 3Y | +195.0% | +388.3% | -193.4% | +177.8% |
| All | +588.7% | +375.8% | +212.9% | +541.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling