+10,580.7%
VLO vs INSM
-21.9%
+10,602.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.3% |
| 7D | +5.8% | +2.8% | +3.0% | +5.6% |
| 30D | +28.3% | -4.7% | +33.1% | +28.6% |
| 3M | +48.7% | +32.6% | +16.1% | +46.0% |
| 6M | +71.9% | -10.9% | +82.8% | +71.6% |
| YTD | +138.7% | -28.2% | +166.9% | +140.8% |
| 1Y | +148.5% | -14.9% | +163.3% | +147.8% |
| 3Y | +192.7% | +375.6% | -182.9% | +157.6% |
| 5Y | +601.6% | +349.1% | +252.5% | +510.6% |
| 10Y | +900.2% | +796.6% | +103.6% | +705.2% |
| All | +10,580.7% | -21.9% | +10,602.6% | +7,455.5% |
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