+426.7%
VRTX vs INSM
+884.9%
-458.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -5.6% | +2.5% | -8.1% | -5.8% |
| 30D | -2.0% | -2.2% | +0.2% | -1.8% |
| 3M | +15.8% | +33.8% | -18.0% | +12.5% |
| 6M | +4.7% | -7.2% | +11.8% | +4.3% |
| YTD | +13.7% | -25.6% | +39.3% | +15.3% |
| 1Y | +29.7% | -11.2% | +40.9% | +29.2% |
| 3Y | +48.4% | +388.3% | -339.9% | +22.4% |
| 5Y | +173.3% | +376.6% | -203.3% | +120.3% |
| All | +426.7% | +884.9% | -458.1% | +285.1% |
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 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