+976.8%
VRT vs INSM
+358.0%
+618.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | -10.0% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | -2.7% | -4.4% | +1.7% | -2.3% |
| 3M | -9.2% | +30.0% | -39.2% | -12.9% |
| 6M | -0.5% | -10.0% | +9.5% | -0.6% |
| YTD | +62.3% | -26.0% | +88.3% | +65.9% |
| 1Y | +109.6% | -12.5% | +122.1% | +108.5% |
| 3Y | +573.1% | +390.5% | +182.6% | +429.4% |
| All | +976.8% | +358.0% | +618.8% | +677.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling