+2,397.0%
VRT vs INSM
+423.4%
+1,973.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -5.5% |
| 7D | -7.7% | +0.5% | -8.2% | -7.8% |
| 30D | -12.0% | -4.0% | -8.0% | -11.6% |
| 3M | -11.7% | +38.5% | -50.2% | -16.4% |
| 6M | -8.1% | -11.5% | +3.4% | -8.0% |
| YTD | +53.2% | -26.9% | +80.1% | +57.1% |
| 1Y | +81.7% | -12.8% | +94.4% | +80.6% |
| 3Y | +535.3% | +384.7% | +150.6% | +366.4% |
| 5Y | +916.4% | +368.8% | +547.6% | +625.2% |
| All | +2,397.0% | +423.4% | +1,973.6% | +1,524.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling