+123.4%
VRT vs INSM
-11.6%
+135.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +9.1% | +6.5% | +2.6% | +8.4% |
| 30D | +0.9% | +27.5% | -26.6% | -2.2% |
| 3M | -13.4% | +20.4% | -33.7% | -15.3% |
| 6M | +11.7% | -15.7% | +27.4% | +13.0% |
| YTD | +73.2% | -27.4% | +100.7% | +76.4% |
| 1Y | +123.4% | -11.4% | +134.8% | +124.0% |
| All | +123.4% | -11.6% | +135.0% | +124.0% |
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