+379.7%
VRT vs INSM
+416.0%
-36.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -3.8% |
| 7D | +10.5% | +5.9% | +4.6% | +10.1% |
| 30D | -9.3% | +23.9% | -33.2% | -10.5% |
| 3M | -29.6% | -4.1% | -25.5% | -29.6% |
| 6M | -45.4% | +2.7% | -48.0% | -45.7% |
| YTD | +24.8% | -30.4% | +55.2% | +26.0% |
| 1Y | +23.6% | -36.6% | +60.2% | +25.2% |
| 3Y | +379.7% | +406.9% | -27.3% | +372.0% |
| All | +379.7% | +416.0% | -36.3% | +372.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling