+13.8%
VRT vs INSM
-40.6%
+54.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.3% | -18.2% | -13.3% |
| 7D | -15.4% | +13.4% | -28.8% | -16.6% |
| 30D | -19.0% | +5.9% | -24.9% | -19.6% |
| 3M | -23.8% | +11.4% | -35.2% | -25.7% |
| 6M | -37.9% | -21.4% | -16.4% | -36.2% |
| YTD | +27.0% | -36.8% | +63.8% | +32.0% |
| 1Y | +13.8% | -39.8% | +53.6% | +8.1% |
| All | +13.8% | -40.6% | +54.4% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling