+172.9%
VRTX vs INSM
+352.6%
-179.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | -7.8% | +0.5% | -8.3% | -7.8% |
| 30D | -2.8% | -4.0% | +1.1% | -2.6% |
| 3M | +18.1% | +38.5% | -20.4% | +15.4% |
| 6M | +3.1% | -11.5% | +14.6% | +3.1% |
| YTD | +13.5% | -26.9% | +40.4% | +14.7% |
| 1Y | +32.4% | -12.8% | +45.2% | +32.2% |
| 3Y | +50.0% | +384.7% | -334.7% | +36.3% |
| 5Y | +172.9% | +368.8% | -195.9% | +130.5% |
| All | +172.9% | +352.6% | -179.8% | +130.5% |
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